Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
68.07%
decreased by 2.39%
1 Week
67.87%
decreased by 2.59%
1 Month
67.08%
decreased by 3.38%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 0.0194 | 20.68 | |
| 0.0600 | 23.06 | |
| 0.9004 | 515.09 | |
| 0.0713 | 14.17 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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