Korea Stock Exchange KOSPI 200 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.86% (+3.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9372 | 5.42 | |
| 0.0599 | 49.30 | |
| 0.9956 | 1,341.80 | |
| 6.3225 | 10.20 |
Estimation Period:
Jan 3, 1990 to Dec 30, 2025
Jan 3, 1990 to Dec 30, 2025
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