Korea Stock Exchange KOSPI Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:40.67% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 21.43 | |
| 0.0935 | 46.25 | |
| 0.9027 | 490.04 |
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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