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V-Lab
V-Lab
Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:26.68% (+2.25%)
Analysis last updated: Tuesday, December 16, 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
ω0.020120.85
α0.056822.14
β0.9005512.52
γ0.074815.12
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts