KOSPI 200 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:80.78% (+5.25%)
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
News Impact Curve
Volatility Forecasts
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