Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:36.91% (-2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1456 | 6.45 | |
| 0.0989 | 9.84 | |
| 0.8593 | 64.73 | |
| 0.0100 | 0.34 | |
| 0.0485 | 1.12 | |
| -0.1691 | -5.75 | |
| 0.1929 | 7.03 | |
| -0.1417 | -5.55 | |
| 0.1110 | 4.12 | |
| -0.0537 | -1.97 | |
| -0.0111 | -0.53 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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