Korea Stock Exchange KOSPI Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
46.33%
decreased by 0.38%
1 Week
46.19%
decreased by 0.52%
1 Month
45.64%
decreased by 1.07%
Analysis last updated: Tuesday, May 12, 2026 at 09:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0630 | 5.63 | |
| 0.0750 | 50.38 | |
| 0.9953 | 1,258.23 | |
| 7.1554 | 9.33 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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