Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
79.73%
increased by 4.00%
1 Week
79.50%
increased by 3.77%
1 Month
78.59%
increased by 2.86%
Analysis last updated: Friday, June 26, 2026 at 09:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 20.52 | |
| 0.0602 | 23.18 | |
| 0.9004 | 518.08 | |
| 0.0713 | 14.22 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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