Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:22.59% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1277 | 6.46 | |
| 0.0976 | 9.62 | |
| 0.8591 | 63.35 | |
| 0.0057 | 0.19 | |
| 0.0576 | 1.33 | |
| -0.1783 | -6.11 | |
| 0.2002 | 7.37 | |
| -0.1465 | -5.69 | |
| 0.1134 | 4.16 | |
| -0.0543 | -1.99 | |
| -0.0099 | -0.49 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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