KRX 100 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.18% (+5.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 9.08 | |
| 0.1396 | 35.28 | |
| 0.9873 | 1,240.30 | |
| -0.0571 | -16.23 |
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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