Korea Stock Price 100 Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
45.67%
decreased by 0.49%
1 Week
45.42%
decreased by 0.74%
1 Month
44.45%
decreased by 1.71%
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 | |
|---|---|---|
| 0.0179 | 14.22 | |
| 0.0347 | 13.08 | |
| 0.9230 | 470.19 | |
| 0.0692 | 13.05 |
Estimation Period:
Mar 1, 2000 to Apr 30, 2026
Mar 1, 2000 to Apr 30, 2026
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