KOSPI 200 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:91.48% (-8.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2339 | 9.01 | |
| 0.1325 | 24.26 | |
| 0.7521 | 121.82 | |
| -3.1660 | -14.41 |
Estimation Period:
Jan 1, 2003 to Dec 30, 2025
Jan 1, 2003 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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