Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:18.94% (+2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 20.80 | |
| 0.0564 | 22.14 | |
| 0.9007 | 514.11 | |
| 0.0751 | 15.22 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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