Korea Securities Dealers Association KOSDAQ Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.95% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0854 | 31.07 | |
| 0.1068 | 22.12 | |
| 0.7981 | 234.31 | |
| 0.1466 | 15.54 |
Estimation Period:
Jan 3, 1997 to Feb 6, 2026
Jan 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices