Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
63.22%
increased by 2.11%
1 Week
63.02%
increased by 1.91%
1 Month
62.25%
increased by 1.14%
Analysis last updated: Tuesday, March 31, 2026 at 09:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 20.88 | |
| 0.0601 | 22.76 | |
| 0.8992 | 506.31 | |
| 0.0726 | 14.27 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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