Korea Stock Price 100 Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.35% (+7.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.8315 | 154.38 | |
| 0.1504 | 32.31 | |
| 0.0050 | 3.17 | |
| 0.0269 | 6.01 | |
| 0.9699 | 187.67 |
Estimation Period:
Mar 1, 2000 to Dec 30, 2025
Mar 1, 2000 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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