Korea Stock Exchange KOSPI Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:38.73% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 8.02 | |
| 0.0970 | 47.39 | |
| 0.8957 | 483.89 | |
| 0.3840 | 20.67 |
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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