Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:19.18% (-0.92%)
Parameter Estimates
param | t-stat | |
---|---|---|
36 | ||
0.0325 | 12.25 | |
0.8216 | 172.79 | |
0.1393 | 30.29 | |
0.0026 | 4.89 | |
0.0266 | 8.52 | |
0.9722 | 290.05 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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