KRX 100 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.82% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 16.33 | |
| 0.0691 | 30.84 | |
| 0.9246 | 419.88 |
Estimation Period:
Jan 2, 2001 to Dec 30, 2025
Jan 2, 2001 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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