V-Lab
V-Lab
Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 11th, 2025:21.86% (-0.80%)
Analysis last updated: Friday, August 8, 2025 at 07:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI Index GJR-GARCH
paramt-stat
ω0.019820.44
α0.054821.24
β0.9016511.96
γ0.076515.45
Estimation Period:
Jan 2, 1990 to Aug 8, 2025
Impact of return on volatility tomorrow
Volatility Forecasts