Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:20.08% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 20.64 | |
| 0.0556 | 21.79 | |
| 0.9013 | 513.84 | |
| 0.0755 | 15.30 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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