V-Lab
KOSPI 200 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:88.27% (-5.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2089 | 21.30 | |
| 0.7945 | 61.71 | |
| -0.2089 | -23.07 | |
| 0.1032 | 2.22 | |
| 0.0059 | 3.21 | |
| 0.9905 | 375.49 |
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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