Korea Stock Exchange KOSPI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:71.58% (+2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0949 | 5.61 | |
| 0.0752 | 50.16 | |
| 0.9953 | 1,267.91 | |
| 7.1604 | 9.36 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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