Korea Securities Dealers Association KOSDAQ Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:43.73% (-4.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0599 | 10.24 | |
| 0.6165 | 74.57 | |
| 0.3144 | 30.60 | |
| 0.0169 | 5.57 | |
| 0.0512 | 8.22 | |
| 0.9434 | 133.91 |
Estimation Period:
Jan 3, 1997 to Feb 6, 2026
Jan 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices