Korea Stock Exchange KOSPI Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.39% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9339 | 5.57 | |
| 0.0739 | 48.33 | |
| 0.9951 | 1,197.49 | |
| 7.1999 | 8.95 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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