Korea Securities Dealers Association KOSDAQ Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.18% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0701 | 26.69 | |
| 0.1731 | 45.38 | |
| 0.8148 | 238.32 |
Estimation Period:
Jan 3, 1997 to Feb 6, 2026
Jan 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices