Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.50% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0307 | 11.51 | |
| 0.8095 | 152.13 | |
| 0.1455 | 29.81 | |
| 0.0023 | 4.28 | |
| 0.0245 | 9.04 | |
| 0.9746 | 335.49 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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