V-Lab
V-Lab
Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 10th, 2025:37.21% (-0.44%)
Analysis last updated: Wednesday, April 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
ω0.019320.14
α0.055221.11
β0.9014506.43
γ0.076215.36
Estimation Period:
Jan 2, 1990 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts