Korea Securities Dealers Association KOSDAQ Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.92% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6937 | 6.15 | |
| 0.1349 | 38.55 | |
| 0.9847 | 408.06 | |
| 6.2878 | 9.93 |
Estimation Period:
Jan 3, 1997 to Feb 6, 2026
Jan 3, 1997 to Feb 6, 2026
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