V-Lab
Korea Stock Exchange KOSPI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:20.91% (+2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8135 | 5.53 | |
| 0.0733 | 47.24 | |
| 0.9949 | 1,146.25 | |
| 7.1845 | 8.71 |
Estimation Period:
Jan 2, 1990 to Oct 2, 2025
Jan 2, 1990 to Oct 2, 2025
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