Korea Securities Dealers Association KOSDAQ Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.41% (-3.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0591 | 10.14 | |
| 0.6164 | 74.42 | |
| 0.3155 | 30.70 | |
| 0.0171 | 5.55 | |
| 0.0519 | 8.18 | |
| 0.9427 | 131.63 |
Estimation Period:
Jan 3, 1997 to Feb 20, 2026
Jan 3, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices