V-Lab
KOSPI 200 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:72.74% (-3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5771 | 19.25 | |
| 0.1694 | 24.44 | |
| 0.7223 | 72.71 |
Estimation Period:
Jan 1, 2003 to Apr 30, 2025
Jan 1, 2003 to Apr 30, 2025
News Impact Curve
Volatility Forecasts
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