Korea Securities Dealers Association KOSDAQ Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:43.67% (-5.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6825 | 6.15 | |
| 0.1346 | 38.51 | |
| 0.9846 | 407.89 | |
| 6.2872 | 9.92 |
Estimation Period:
Jan 3, 1997 to Feb 20, 2026
Jan 3, 1997 to Feb 20, 2026
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