Korea Stock Price 100 Composite Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.13% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 4.20 | |
| 0.0812 | 42.46 | |
| 0.9044 | 500.22 | |
| 0.5377 | 22.96 |
Estimation Period:
Mar 1, 2000 to Dec 30, 2025
Mar 1, 2000 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices