Korea Stock Price 50 Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.94% (+3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.8294 | 7.58 | |
| 0.0526 | 57.10 | |
| 0.9990 | 6,889.66 | |
| 6.9148 | 9.95 |
Estimation Period:
Mar 1, 2000 to Dec 30, 2025
Mar 1, 2000 to Dec 30, 2025
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