V-Lab
V-Lab
Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 1st, 2025:15.95% (-0.57%)
Analysis last updated: Friday, August 29, 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
ω0.019820.47
α0.054921.28
β0.9016511.38
γ0.076115.40
Estimation Period:
Jan 2, 1990 to Aug 29, 2025
Impact of return on volatility tomorrow
Volatility Forecasts