Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:22.38% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1270 | 6.43 | |
| 0.0978 | 9.70 | |
| 0.8592 | 63.89 | |
| 0.0069 | 0.23 | |
| 0.0545 | 1.26 | |
| -0.1747 | -5.99 | |
| 0.1975 | 7.27 | |
| -0.1451 | -5.68 | |
| 0.1135 | 4.19 | |
| -0.0557 | -2.04 | |
| -0.0089 | -0.44 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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