Korea Securities Dealers Association KOSDAQ Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
68.94%
decreased by 5.97%
1 Week
67.90%
decreased by 7.01%
1 Month
64.10%
decreased by 10.81%
Analysis last updated: Friday, June 12, 2026 at 09:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0871 | 31.31 | |
| 0.1088 | 22.46 | |
| 0.7940 | 230.08 | |
| 0.1546 | 15.72 |
Estimation Period:
Jan 3, 1997 to Jun 12, 2026
Jan 3, 1997 to Jun 12, 2026
Other GJR-GARCH Analyses on Equity Indices