Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:24.30% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0310 | 11.61 | |
| 0.8136 | 156.17 | |
| 0.1426 | 29.76 | |
| 0.0022 | 4.52 | |
| 0.0229 | 9.10 | |
| 0.9761 | 360.45 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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