Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:69.27% (-5.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1500 | 6.34 | |
| 0.1014 | 9.84 | |
| 0.8581 | 64.79 | |
| 0.0101 | 0.34 | |
| 0.0482 | 1.09 | |
| -0.1685 | -5.62 | |
| 0.1921 | 6.86 | |
| -0.1407 | -5.41 | |
| 0.1099 | 4.01 | |
| -0.0525 | -1.89 | |
| -0.0121 | -0.58 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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