Korea Stock Exchange KOSPI Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.77% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 8.04 | |
| 0.0971 | 47.29 | |
| 0.8956 | 483.06 | |
| 0.3836 | 20.66 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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