KRX 100 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.83% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 4.26 | |
| 0.0887 | 43.38 | |
| 0.8973 | 480.85 | |
| 0.5142 | 24.72 |
Estimation Period:
Jan 2, 2001 to Dec 30, 2025
Jan 2, 2001 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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