V-Lab
KOSPI 200 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, March 7th, 2025:98.29% (-7.99%)
Analysis last updated: Saturday, March 8, 2025 at 12:28 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2222 | 5.38 | |
| 0.1294 | 17.48 | |
| 0.9330 | 122.10 | |
| 0.1626 | 15.70 |
Estimation Period:
Jan 1, 2003 to Nov 19, 2021
Jan 1, 2003 to Nov 19, 2021
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