V-Lab
KOSPI 200 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:75.85% (+12.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.7347 | 10.53 | |
| 0.1325 | 20.57 | |
| 0.9189 | 109.81 | |
| 4.7225 | 7.12 |
Estimation Period:
Jan 1, 2003 to Apr 30, 2025
Jan 1, 2003 to Apr 30, 2025
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