Korea Stock Exchange KOSPI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:25.51% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8197 | 5.54 | |
| 0.0734 | 47.24 | |
| 0.9949 | 1,147.57 | |
| 7.1913 | 8.71 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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