V-Lab
KOSPI 200 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 27th, 2025:65.54% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6625 | 7.44 | |
| 0.1617 | 5.62 | |
| 0.7091 | 15.18 | |
| -0.0195 | -0.81 | |
| -0.0093 | -0.25 | |
| 0.0834 | 2.63 | |
| -0.1103 | -3.07 | |
| 0.0776 | 2.65 |
Estimation Period:
Jan 1, 2003 to Jun 5, 2025
Jan 1, 2003 to Jun 5, 2025
News Impact Curve
Volatility Forecasts
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