Korea Stock Exchange KOSPI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:29.42% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8743 | 5.57 | |
| 0.0739 | 47.22 | |
| 0.9950 | 1,169.22 | |
| 7.2424 | 8.72 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
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