Korea Securities Dealers Association KOSDAQ Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:43.06% (-4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0699 | 26.69 | |
| 0.1727 | 45.38 | |
| 0.8152 | 238.99 |
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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