Korea Securities Dealers Association KOSDAQ Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.30% (-3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 22.20 | |
| 0.2865 | 51.85 | |
| 0.9609 | 690.32 | |
| -0.0917 | -18.78 |
Estimation Period:
Jan 3, 1997 to Feb 20, 2026
Jan 3, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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