Korea Securities Dealers Association KOSDAQ Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:36.60% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 22.21 | |
| 0.2868 | 51.83 | |
| 0.9608 | 688.24 | |
| -0.0917 | -18.77 |
Estimation Period:
Jan 3, 1997 to Feb 13, 2026
Jan 3, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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