Korea Securities Dealers Association KOSDAQ Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.47% (-5.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0757 | 20.71 | |
| 0.2005 | 48.16 | |
| 0.7717 | 199.51 | |
| 0.4688 | 26.20 |
Estimation Period:
Jan 3, 1997 to Feb 6, 2026
Jan 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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