Korea Securities Dealers Association KOSDAQ Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:38.42% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0703 | 26.73 | |
| 0.1731 | 45.36 | |
| 0.8147 | 237.93 |
Estimation Period:
Jan 3, 1997 to Feb 13, 2026
Jan 3, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices