KOSPI 200 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:78.86% (+17.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.4160 | 10.80 | |
| 0.1325 | 20.45 | |
| 0.9165 | 109.28 | |
| 4.7175 | 7.11 |
Estimation Period:
Jan 1, 2003 to Oct 2, 2025
Jan 1, 2003 to Oct 2, 2025
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