Korea Stock Exchange KOSPI 200 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.95% (+4.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 17.48 | |
| 0.0444 | 20.40 | |
| 0.9207 | 580.50 | |
| 0.0608 | 14.01 |
Estimation Period:
Jan 3, 1990 to Dec 30, 2025
Jan 3, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices