Korea Stock Exchange KOSPI Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:34.38% (+5.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 15.09 | |
| 0.1769 | 50.44 | |
| 0.9881 | 1,683.30 | |
| -0.0493 | -14.99 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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