Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:25.84% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0342 | 12.94 | |
| 0.8214 | 172.92 | |
| 0.1377 | 30.07 | |
| 0.0026 | 4.94 | |
| 0.0269 | 8.56 | |
| 0.9720 | 288.24 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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