Korea Stock Exchange KOSPI Index EGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:20.69% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 14.71 | |
| 0.1757 | 49.56 | |
| 0.9882 | 1,674.91 | |
| -0.0499 | -14.92 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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