Korea Stock Price 100 Composite Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.72% (+5.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 9.28 | |
| 0.1291 | 35.30 | |
| 0.9893 | 1,358.93 | |
| -0.0537 | -16.24 |
Estimation Period:
Mar 1, 2000 to Dec 30, 2025
Mar 1, 2000 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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