Korea Stock Price 50 Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.09% (+7.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.8358 | 147.51 | |
| 0.1392 | 30.06 | |
| 0.0060 | 2.93 | |
| 0.0285 | 5.22 | |
| 0.9679 | 152.85 |
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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