Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:84.23% (-4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 20.80 | |
| 0.0603 | 22.79 | |
| 0.8989 | 505.00 | |
| 0.0732 | 14.27 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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