Korea Stock Exchange KOSPI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:23.84% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8565 | 5.57 | |
| 0.0738 | 47.17 | |
| 0.9950 | 1,161.00 | |
| 7.2577 | 8.68 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
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