Korea Stock Exchange KOSPI Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:38.39% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 21.46 | |
| 0.0934 | 46.28 | |
| 0.9027 | 490.34 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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