KOSPI 200 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
104.66%
decreased by 13.67%
1 Week
102.00%
decreased by 16.33%
1 Month
95.43%
decreased by 22.90%
Analysis last updated: Thursday, March 26, 2026 at 03:49 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.6407 | 11.17 | |
| 0.1364 | 20.58 | |
| 0.9140 | 109.15 | |
| 4.7692 | 7.18 |
Estimation Period:
Jan 1, 2003 to Dec 30, 2025
Jan 1, 2003 to Dec 30, 2025
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