V-Lab: Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis

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Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:21.73% (-0.92%)

Analysis last updated: Monday, October 13, 2025 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1273	6.47
$α$	0.0976	9.57
$β$	0.8589	63.06
$γ_{1}$	0.0051	0.17
$γ_{2}$	0.0591	1.36
$γ_{3}$	-0.1801	-6.17
$γ_{4}$	0.2015	7.42
$γ_{5}$	-0.1472	-5.70
$γ_{6}$	0.1134	4.14
$γ_{7}$	-0.0538	-1.97
$γ_{8}$	-0.0103	-0.51

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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