Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
55.39%
increased by 7.38%
1 Week
55.25%
increased by 7.24%
1 Month
54.70%
increased by 6.69%
Analysis last updated: Thursday, May 21, 2026 at 09:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 20.75 | |
| 0.0600 | 22.94 | |
| 0.9002 | 512.92 | |
| 0.0713 | 14.14 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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