V-Lab
KOSPI 200 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 27th, 2025:68.36% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.6119 | 10.59 | |
| 0.1321 | 20.49 | |
| 0.9186 | 110.15 | |
| 4.7199 | 7.11 |
Estimation Period:
Jan 1, 2003 to Jun 5, 2025
Jan 1, 2003 to Jun 5, 2025
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