KOSPI 200 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:124.33% (-4.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7018 | 19.44 | |
| 0.1715 | 24.99 | |
| 0.7148 | 71.10 |
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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