Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:35.26% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 20.89 | |
| 0.0584 | 22.49 | |
| 0.9006 | 514.31 | |
| 0.0724 | 14.51 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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