Korea Stock Exchange KOSPI 200 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.48% (+5.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0315 | 13.85 | |
| 0.8576 | 220.46 | |
| 0.1062 | 26.68 | |
| 0.0037 | 5.40 | |
| 0.0335 | 7.95 | |
| 0.9651 | 215.03 |
Estimation Period:
Jan 3, 1990 to Dec 30, 2025
Jan 3, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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