Korea Stock Price 100 Composite Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.15% (+2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 15.66 | |
| 0.0636 | 31.07 | |
| 0.9305 | 459.29 |
Estimation Period:
Mar 1, 2000 to Dec 30, 2025
Mar 1, 2000 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices