V-Lab
KOSPI 200 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 7th, 2025:169.18% (-3.89%)
Analysis last updated: Saturday, March 8, 2025 at 12:28 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6497 | 6.76 | |
| 0.1422 | 5.28 | |
| 0.7137 | 13.57 | |
| -0.1804 | -2.89 | |
| 0.3189 | 3.48 | |
| -0.2352 | -4.01 | |
| 0.1222 | 2.86 |
Estimation Period:
Jan 1, 2003 to Nov 19, 2021
Jan 1, 2003 to Nov 19, 2021
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