Korea Stock Exchange KOSPI 200 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.17% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 19.01 | |
| 0.0733 | 41.62 | |
| 0.9226 | 553.09 |
Estimation Period:
Jan 3, 1990 to Dec 30, 2025
Jan 3, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices