Korea Stock Exchange KOSPI 200 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
47.33%
decreased by 0.82%
1 Week
47.23%
decreased by 0.92%
1 Month
46.86%
decreased by 1.29%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 17.78 | |
| 0.0475 | 21.03 | |
| 0.9182 | 569.27 | |
| 0.0605 | 13.46 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2026
Jan 3, 1990 to Apr 30, 2026
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