Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:33.29% (+7.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 20.72 | |
| 0.0566 | 22.12 | |
| 0.9008 | 513.57 | |
| 0.0748 | 15.11 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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