Korea Stock Exchange KOSPI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.40% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0132 | 5.94 | |
| 0.0989 | 9.60 | |
| 0.8528 | 58.94 | |
| -0.0529 | -1.45 | |
| 0.1771 | 3.40 | |
| -0.2764 | -8.12 | |
| 0.2209 | 6.43 | |
| -0.0778 | -2.10 | |
| -0.0181 | -0.54 | |
| 0.0954 | 2.92 | |
| -0.1173 | -3.16 | |
| 0.1398 | 2.58 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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