Korea Stock Price 100 Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.07% (+5.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 14.03 | |
| 0.0289 | 12.23 | |
| 0.9266 | 489.74 | |
| 0.0713 | 14.65 |
Estimation Period:
Mar 1, 2000 to Dec 30, 2025
Mar 1, 2000 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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