V-Lab
V-Lab
KOSPI 200 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:83.13% (-6.00%)
Analysis last updated: Saturday, June 14, 2025 at 12:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KOSPI 200 Volatility Index EGARCH
paramt-stat
ω0.26055.59
α0.152520.68
β0.9218109.04
γ0.170014.79
Estimation Period:
Jan 1, 2003 to Jun 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts