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, October 10th, 2025:19.99% (+0.62%)

Analysis last updated: Thursday, October 2, 2025 at 07:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0321	12.08
$β$	0.8217	172.55
$γ$	0.1395	30.30
$λ_{1}$	0.0026	4.89
$λ_{2}$	0.0266	8.49
$λ_{3}$	0.9722	288.74

Estimation Period:
Jan 2, 1990 to Oct 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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