V-Lab
KOSPI 200 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:72.18% (+9.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6636 | 7.44 | |
| 0.1622 | 5.61 | |
| 0.7089 | 15.03 | |
| -0.0186 | -0.77 | |
| -0.0114 | -0.31 | |
| 0.0857 | 2.68 | |
| -0.1116 | -3.07 | |
| 0.0776 | 2.62 |
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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