Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.40% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1440 | 6.44 | |
| 0.0990 | 9.82 | |
| 0.8592 | 64.65 | |
| 0.0094 | 0.32 | |
| 0.0498 | 1.15 | |
| -0.1703 | -5.79 | |
| 0.1938 | 7.06 | |
| -0.1421 | -5.55 | |
| 0.1110 | 4.10 | |
| -0.0533 | -1.95 | |
| -0.0115 | -0.56 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Korea Stock Exchange KOSPI Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices