Korea Stock Exchange KOSPI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:31.47% (+2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8380 | 5.55 | |
| 0.0736 | 47.15 | |
| 0.9950 | 1,154.25 | |
| 7.2123 | 8.69 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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