Korea KOSDAQ Star Index GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, September 6th, 2019):
1 Day
0.96%
1 Week
1.10%
1 Month
1.53%
Analysis last updated: Thursday, March 26, 2026 at 02:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5697 | 4.34 | |
| 0.0979 | 85.92 | |
| 0.9990 | 3,432.99 | |
| 4.7987 | 55.38 |
Estimation Period:
Jan 3, 2003 to Aug 23, 2019
Jan 3, 2003 to Aug 23, 2019
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