V-Lab: Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis

V-Lab

Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:15.27% (-0.18%)

Analysis last updated: Thursday, July 31, 2025 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0341	13.20
$β$	0.8287	207.59
$γ$	0.1358	31.26
$λ_{1}$	0.0035	5.50
$λ_{2}$	0.0355	9.10
$λ_{3}$	0.9629	230.41

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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