Korea Stock Exchange KOSPI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:23.73% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8486 | 5.57 | |
| 0.0740 | 46.94 | |
| 0.9949 | 1,151.55 | |
| 7.2561 | 8.66 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
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