Korea Stock Exchange KOSPI Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:33.77% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 7.17 | |
| 0.0961 | 47.60 | |
| 0.8959 | 485.60 | |
| 0.4052 | 22.38 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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