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 Monday, July 14th, 2025:18.23% (-0.62%)

Analysis last updated: Friday, July 11, 2025 at 07:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0326	12.26
$β$	0.8216	173.62
$γ$	0.1405	30.38
$λ_{1}$	0.0026	4.99
$λ_{2}$	0.0266	8.52
$λ_{3}$	0.9722	289.77

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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