KOSPI 200 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:101.31% (-14.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6564 | 7.49 | |
| 0.1626 | 5.67 | |
| 0.7035 | 14.81 | |
| -0.0236 | -1.01 | |
| -0.0001 | -0.00 | |
| 0.0726 | 2.38 | |
| -0.1014 | -2.95 | |
| 0.0738 | 2.61 |
Estimation Period:
Jan 1, 2003 to Oct 2, 2025
Jan 1, 2003 to Oct 2, 2025
News Impact Curve
Volatility Forecasts
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