Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:24.32% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1407 | 6.49 | |
| 0.0976 | 9.71 | |
| 0.8601 | 64.39 | |
| 0.0074 | 0.25 | |
| 0.0545 | 1.26 | |
| -0.1759 | -6.00 | |
| 0.1986 | 7.26 | |
| -0.1455 | -5.64 | |
| 0.1131 | 4.13 | |
| -0.0548 | -1.99 | |
| -0.0097 | -0.47 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other Korea Stock Exchange KOSPI Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices