Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:22.42% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1400 | 6.48 | |
| 0.0978 | 9.73 | |
| 0.8598 | 64.49 | |
| 0.0091 | 0.31 | |
| 0.0505 | 1.17 | |
| -0.1712 | -5.86 | |
| 0.1948 | 7.15 | |
| -0.1435 | -5.65 | |
| 0.1131 | 4.21 | |
| -0.0569 | -2.09 | |
| -0.0076 | -0.37 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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