KOSPI 200 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:69.93% (-4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6992 | 7.04 | |
| 0.1700 | 6.15 | |
| 0.6912 | 15.08 | |
| 0.0129 | 0.23 | |
| -0.0576 | -0.61 | |
| 0.0323 | 0.42 | |
| 0.1041 | 1.59 | |
| -0.1910 | -3.26 | |
| 0.1319 | 2.41 | |
| -0.0309 | -0.64 |
Estimation Period:
Jan 1, 2003 to Dec 24, 2025
Jan 1, 2003 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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