Korea Stock Exchange KOSPI 200 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.65% (+4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 14.48 | |
| 0.1407 | 46.30 | |
| 0.9924 | 2,000.88 | |
| -0.0408 | -13.95 |
Estimation Period:
Jan 3, 1990 to Dec 30, 2025
Jan 3, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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