Korea Stock Exchange KOSPI Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:33.90% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 15.76 | |
| 0.1801 | 50.47 | |
| 0.9880 | 1,688.91 | |
| -0.0480 | -14.40 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Korea Stock Exchange KOSPI Index Analyses
Other EGARCH Analyses on Equity Indices