Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:28.80% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1369 | 6.46 | |
| 0.0979 | 9.72 | |
| 0.8597 | 64.16 | |
| 0.0070 | 0.24 | |
| 0.0552 | 1.27 | |
| -0.1762 | -6.00 | |
| 0.1983 | 7.25 | |
| -0.1451 | -5.63 | |
| 0.1127 | 4.12 | |
| -0.0542 | -1.98 | |
| -0.0101 | -0.50 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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