Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:19.19% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 20.78 | |
| 0.0565 | 22.17 | |
| 0.9009 | 515.10 | |
| 0.0747 | 15.16 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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