Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
43.47%
decreased by 0.97%
1 Week
43.39%
decreased by 1.05%
1 Month
43.09%
decreased by 1.35%
Analysis last updated: Tuesday, April 21, 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 | |
|---|---|---|
| 0.0201 | 20.95 | |
| 0.0600 | 22.71 | |
| 0.8990 | 505.34 | |
| 0.0731 | 14.35 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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