Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.33% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 20.89 | |
| 0.0585 | 22.45 | |
| 0.9005 | 513.11 | |
| 0.0724 | 14.50 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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