V-Lab
KOSPI 200 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 7th, 2025:106.26% (-9.00%)
Analysis last updated: Saturday, March 8, 2025 at 12:28 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1991 | 24.58 | |
| 0.7979 | 71.74 | |
| -0.1991 | -21.81 | |
| 0.0984 | 1.84 | |
| 0.0081 | 3.11 | |
| 0.9885 | 261.36 |
Estimation Period:
Jan 1, 2003 to Nov 19, 2021
Jan 1, 2003 to Nov 19, 2021
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