V-Lab
V-Lab
Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:23.06% (-1.03%)
Analysis last updated: Wednesday, April 30, 2025 at 07:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI Index GJR-GARCH
paramt-stat
ω0.019820.26
α0.055321.01
β0.9002501.77
γ0.078615.65
Estimation Period:
Jan 2, 1990 to Apr 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts