Korea Stock Exchange KOSPI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:70.29% (-5.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0188 | 5.92 | |
| 0.1009 | 9.65 | |
| 0.8517 | 59.02 | |
| -0.0512 | -1.40 | |
| 0.1743 | 3.33 | |
| -0.2753 | -8.02 | |
| 0.2221 | 6.41 | |
| -0.0807 | -2.15 | |
| -0.0150 | -0.45 | |
| 0.0944 | 2.87 | |
| -0.1217 | -3.25 | |
| 0.1617 | 2.90 |
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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