Korea Stock Price 50 Composite Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.61% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 15.34 | |
| 0.0591 | 30.06 | |
| 0.9350 | 475.58 |
Estimation Period:
Mar 1, 2000 to Dec 30, 2025
Mar 1, 2000 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices