Korea Stock Exchange KOSPI Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
57.81%
increased by 2.49%
1 Week
57.60%
increased by 2.28%
1 Month
56.78%
increased by 1.46%
Analysis last updated: Tuesday, March 31, 2026 at 09:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0792 | 5.65 | |
| 0.0751 | 50.55 | |
| 0.9953 | 1,271.12 | |
| 7.1698 | 9.33 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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