Korea Securities Dealers Association KOSDAQ Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:33.68% (-2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0759 | 20.73 | |
| 0.2004 | 48.14 | |
| 0.7715 | 199.09 | |
| 0.4694 | 26.21 |
Estimation Period:
Jan 3, 1997 to Feb 13, 2026
Jan 3, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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