V-Lab: Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis

V-Lab

Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:15.79% (-0.34%)

Analysis last updated: Wednesday, September 17, 2025 at 07:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0323	12.13
$β$	0.8216	172.14
$γ$	0.1394	30.24
$λ_{1}$	0.0026	4.91
$λ_{2}$	0.0266	8.48
$λ_{3}$	0.9722	288.30

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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