Korea Stock Exchange KOSPI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:39.12% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0168 | 5.98 | |
| 0.0988 | 9.60 | |
| 0.8528 | 58.93 | |
| -0.0520 | -1.43 | |
| 0.1757 | 3.39 | |
| -0.2760 | -8.13 | |
| 0.2219 | 6.47 | |
| -0.0798 | -2.16 | |
| -0.0158 | -0.48 | |
| 0.0937 | 2.87 | |
| -0.1166 | -3.15 | |
| 0.1406 | 2.57 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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