Korea Stock Exchange KOSPI Index AGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:15.24% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 7.12 | |
| 0.0958 | 47.61 | |
| 0.8960 | 486.44 | |
| 0.4080 | 22.67 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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