V-Lab: Korea Stock Exchange KOSPI Index Spline-GARCH Volatility Analysis

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V-Lab

Korea Stock Exchange KOSPI Index Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 28th, 2025:27.72% (+1.72%)

Analysis last updated: Monday, October 27, 2025 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1179	6.41
$α$	0.0981	9.78
$β$	0.8586	63.84
$γ_{1}$	0.0006	0.02
$γ_{2}$	0.0672	1.55
$γ_{3}$	-0.1874	-6.45
$γ_{4}$	0.2096	7.75
$γ_{5}$	-0.1571	-6.06
$γ_{6}$	0.1273	4.51
$γ_{7}$	-0.0789	-2.61
$γ_{8}$	0.0518	1.24

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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