KOSPI 200 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:79.24% (-7.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1719 | 8.87 | |
| 0.1305 | 23.84 | |
| 0.7551 | 121.14 | |
| -3.2051 | -14.50 |
Estimation Period:
Jan 1, 2003 to Oct 2, 2025
Jan 1, 2003 to Oct 2, 2025
News Impact Curve
Volatility Forecasts
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