Korea Stock Price 50 Composite Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.42% (+5.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 9.30 | |
| 0.1231 | 34.05 | |
| 0.9902 | 1,480.18 | |
| -0.0493 | -15.25 |
Estimation Period:
Mar 1, 2000 to Dec 30, 2025
Mar 1, 2000 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices