Korea Stock Exchange KOSPI Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.74% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 21.44 | |
| 0.0936 | 46.18 | |
| 0.9026 | 488.92 |
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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