Korea Stock Price 50 Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.53% (+5.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 13.55 | |
| 0.0281 | 12.23 | |
| 0.9317 | 498.79 | |
| 0.0636 | 13.78 |
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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