Korea Stock Exchange KOSPI Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:28.85% (+3.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 14.80 | |
| 0.1761 | 49.91 | |
| 0.9882 | 1,677.71 | |
| -0.0498 | -14.98 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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