Korea Stock Exchange KOSPI Index AGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:20.74% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 6.88 | |
| 0.0952 | 47.05 | |
| 0.8965 | 484.60 | |
| 0.4114 | 22.35 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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