Korea Stock Exchange KOSPI 200 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
43.93%
decreased by 1.36%
1 Week
43.85%
decreased by 1.44%
1 Month
43.55%
decreased by 1.74%
Analysis last updated: Friday, May 15, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 17.78 | |
| 0.0475 | 21.03 | |
| 0.9182 | 569.27 | |
| 0.0605 | 13.46 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2026
Jan 3, 1990 to Apr 30, 2026
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