Korea Stock Price 50 Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
72.89%
decreased by 2.72%
1 Week
72.43%
decreased by 3.18%
1 Month
70.61%
decreased by 5.00%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 13.68 | |
| 0.0335 | 13.14 | |
| 0.9285 | 482.09 | |
| 0.0615 | 12.29 |
Estimation Period:
Mar 1, 2000 to Apr 30, 2026
Mar 1, 2000 to Apr 30, 2026
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