KOSPI 200 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:112.49% (-9.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6586 | 7.57 | |
| 0.1683 | 5.99 | |
| 0.6950 | 15.37 | |
| -0.0223 | -0.97 | |
| -0.0031 | -0.09 | |
| 0.0810 | 2.64 | |
| -0.1312 | -3.58 | |
| 0.1728 | 3.67 |
Estimation Period:
Jan 1, 2003 to Dec 30, 2025
Jan 1, 2003 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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