Korea Stock Price 50 Composite Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.70% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 4.52 | |
| 0.0777 | 42.82 | |
| 0.9080 | 535.06 | |
| 0.5424 | 21.69 |
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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