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

V-Lab

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

Volatility Prediction for Thursday, July 31st, 2025:14.70% (+0.02%)

Analysis last updated: Wednesday, July 30, 2025 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1261	6.48
$α$	0.0991	9.58
$β$	0.8569	61.96
$γ_{1}$	0.0020	0.07
$γ_{2}$	0.0660	1.52
$γ_{3}$	-0.1871	-6.38
$γ_{4}$	0.2067	7.57
$γ_{5}$	-0.1502	-5.70
$γ_{6}$	0.1146	4.11
$γ_{7}$	-0.0544	-1.99
$γ_{8}$	-0.0087	-0.44

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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