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V-Lab
V-Lab
Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:19.64% (-0.44%)
Analysis last updated: Monday, October 13, 2025 at 07:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI Index GJR-GARCH
paramt-stat
ω0.019820.56
α0.055021.38
β0.9017513.20
γ0.075715.34
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts