Korea Securities Dealers Association KOSDAQ Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.84% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 22.22 | |
| 0.2868 | 51.82 | |
| 0.9609 | 689.30 | |
| -0.0916 | -18.75 |
Estimation Period:
Jan 3, 1997 to Feb 6, 2026
Jan 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices