Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:25.45% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1330 | 6.45 | |
| 0.0976 | 9.71 | |
| 0.8598 | 64.30 | |
| 0.0077 | 0.26 | |
| 0.0532 | 1.23 | |
| -0.1735 | -5.94 | |
| 0.1964 | 7.21 | |
| -0.1444 | -5.66 | |
| 0.1134 | 4.19 | |
| -0.0561 | -2.06 | |
| -0.0086 | -0.42 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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