KOSPI 200 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:67.79% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2079 | 21.90 | |
| 0.7932 | 62.60 | |
| -0.2079 | -23.35 | |
| 0.0977 | 2.15 | |
| 0.0055 | 3.11 | |
| 0.9911 | 383.10 |
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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