Korea Stock Price 100 Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.72% (+3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.8491 | 7.69 | |
| 0.0551 | 61.11 | |
| 0.9990 | 7,239.13 | |
| 6.6586 | 11.55 |
Estimation Period:
Mar 1, 2000 to Dec 30, 2025
Mar 1, 2000 to Dec 30, 2025
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