Korea Securities Dealers Association KOSDAQ Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:29.95% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0704 | 26.78 | |
| 0.1729 | 45.36 | |
| 0.8147 | 238.00 |
Estimation Period:
Jan 3, 1997 to Feb 27, 2026
Jan 3, 1997 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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