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V-Lab
KOSPI 200 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:86.49% (-2.71%)
Analysis last updated: Friday, October 31, 2025 at 09:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KOSPI 200 Volatility Index SGARCH
paramt-stat
ω0.66497.52
α0.16555.91
β0.702115.77
γ1-0.0197-0.84
γ2-0.0090-0.25
γ30.08792.82
γ4-0.1370-3.69
γ50.17093.47
Estimation Period:
Jan 1, 2003 to Oct 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts