Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:20.50% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0309 | 11.59 | |
| 0.8136 | 156.20 | |
| 0.1427 | 29.76 | |
| 0.0022 | 4.52 | |
| 0.0229 | 9.11 | |
| 0.9761 | 361.26 |
Estimation Period:
Jan 2, 1990 to Dec 30, 2025
Jan 2, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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