V-Lab
Korea Stock Exchange KOSPI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:17.31% (-0.87%)
Analysis last updated: Friday, May 3, 2024 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0518 | 6.06 | |
| 0.0926 | 10.68 | |
| 0.8657 | 70.99 | |
| -0.0228 | -0.70 | |
| 0.1149 | 2.44 | |
| -0.2320 | -7.42 | |
| 0.2362 | 7.92 | |
| -0.1584 | -5.08 | |
| 0.1018 | 3.18 | |
| -0.0243 | -0.76 | |
| -0.0494 | -1.09 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
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