Korea Securities Dealers Association KOSDAQ Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:40.36% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6715 | 6.18 | |
| 0.1348 | 38.43 | |
| 0.9845 | 406.33 | |
| 6.2891 | 9.91 |
Estimation Period:
Jan 3, 1997 to Feb 13, 2026
Jan 3, 1997 to Feb 13, 2026
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