KOSPI 200 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:79.13% (+6.42%)
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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