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

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Korea Stock Exchange KOSPI Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:26.69% (+0.18%)

Analysis last updated: Friday, December 5, 2025 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1226	6.41
$α$	0.0982	9.86
$β$	0.8591	64.45
$γ_{1}$	0.0023	0.08
$γ_{2}$	0.0634	1.47
$γ_{3}$	-0.1835	-6.32
$γ_{4}$	0.2068	7.64
$γ_{5}$	-0.1558	-6.06
$γ_{6}$	0.1282	4.58
$γ_{7}$	-0.0828	-2.73
$γ_{8}$	0.0616	1.47

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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