KOSPI 200 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:68.26% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7012 | 7.06 | |
| 0.1700 | 6.15 | |
| 0.6914 | 15.11 | |
| 0.0138 | 0.25 | |
| -0.0589 | -0.62 | |
| 0.0335 | 0.44 | |
| 0.1029 | 1.56 | |
| -0.1910 | -3.23 | |
| 0.1333 | 2.45 | |
| -0.0323 | -0.67 |
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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