Korea Stock Exchange KOSPI 200 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.50% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 5.13 | |
| 0.0775 | 44.19 | |
| 0.9154 | 546.85 | |
| 0.4393 | 20.40 |
Estimation Period:
Jan 3, 1990 to Dec 30, 2025
Jan 3, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices