Korea Stock Exchange KOSPI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.29% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0190 | 5.99 | |
| 0.0990 | 9.62 | |
| 0.8528 | 58.99 | |
| -0.0523 | -1.44 | |
| 0.1764 | 3.40 | |
| -0.2766 | -8.13 | |
| 0.2223 | 6.46 | |
| -0.0802 | -2.16 | |
| -0.0157 | -0.47 | |
| 0.0939 | 2.88 | |
| -0.1171 | -3.16 | |
| 0.1417 | 2.59 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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