Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:24.32% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 20.82 | |
| 0.0566 | 22.12 | |
| 0.9007 | 514.12 | |
| 0.0746 | 15.11 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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