Korea Securities Dealers Association KOSDAQ Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.31% (-3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0853 | 31.09 | |
| 0.1065 | 22.12 | |
| 0.7984 | 234.95 | |
| 0.1466 | 15.57 |
Estimation Period:
Jan 3, 1997 to Feb 20, 2026
Jan 3, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices