Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:73.97% (-6.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0322 | 11.90 | |
| 0.8087 | 150.43 | |
| 0.1462 | 28.94 | |
| 0.0024 | 4.32 | |
| 0.0262 | 8.99 | |
| 0.9730 | 314.28 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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