KRX 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.26% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.8286 | 148.22 | |
| 0.1556 | 33.51 | |
| 0.0063 | 3.43 | |
| 0.0340 | 6.16 | |
| 0.9617 | 153.72 |
Estimation Period:
Jan 2, 2001 to Dec 30, 2025
Jan 2, 2001 to Dec 30, 2025
News Impact Curve
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