Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:19.09% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0341 | 13.00 | |
| 0.8210 | 173.40 | |
| 0.1378 | 30.21 | |
| 0.0026 | 4.92 | |
| 0.0271 | 8.58 | |
| 0.9718 | 286.91 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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