V-Lab
V-Lab
Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:20.09% (-0.95%)
Analysis last updated: Friday, May 9, 2025 at 07:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI Index GJR-GARCH
paramt-stat
ω0.019920.35
α0.055521.04
β0.8997500.11
γ0.079015.67
Estimation Period:
Jan 2, 1990 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts