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V-Lab
V-Lab
Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:27.68% (-0.53%)
Analysis last updated: Friday, December 5, 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
ω0.019920.78
α0.056622.13
β0.9008513.87
γ0.074615.12
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts