Korea Securities Dealers Association KOSDAQ Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.73% (-4.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0754 | 20.68 | |
| 0.2000 | 48.19 | |
| 0.7722 | 200.14 | |
| 0.4692 | 26.20 |
Estimation Period:
Jan 3, 1997 to Feb 20, 2026
Jan 3, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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