KOSPI 200 Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
97.50%
decreased by 5.76%
1 Week
95.51%
decreased by 1.99%
1 Month
91.19%
decreased by 6.31%
Analysis last updated: Friday, March 20, 2026 at 10:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2097 | 22.16 | |
| 0.7915 | 62.51 | |
| -0.2097 | -23.72 | |
| 0.0979 | 2.14 | |
| 0.0055 | 3.15 | |
| 0.9911 | 385.48 |
Estimation Period:
Jan 1, 2003 to Dec 30, 2025
Jan 1, 2003 to Dec 30, 2025
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