Korea Stock Exchange KOSPI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:36.30% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9380 | 5.58 | |
| 0.0739 | 48.45 | |
| 0.9951 | 1,201.84 | |
| 7.2065 | 8.95 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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