KOSPI 200 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:68.24% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9269 | 19.45 | |
| 0.1792 | 25.88 | |
| 0.7011 | 67.62 |
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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