Korea Stock Exchange KOSPI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:32.96% (+3.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8853 | 5.57 | |
| 0.0739 | 47.45 | |
| 0.9950 | 1,177.55 | |
| 7.2288 | 8.76 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
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