Korea Stock Exchange KOSPI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:22.50% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1251 | 6.44 | |
| 0.0982 | 9.85 | |
| 0.8589 | 64.30 | |
| 0.0033 | 0.11 | |
| 0.0614 | 1.43 | |
| -0.1815 | -6.28 | |
| 0.2053 | 7.62 | |
| -0.1551 | -6.08 | |
| 0.1280 | 4.61 | |
| -0.0829 | -2.75 | |
| 0.0599 | 1.44 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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