KRX 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.90% (+5.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 14.73 | |
| 0.0314 | 12.64 | |
| 0.9211 | 464.49 | |
| 0.0773 | 14.57 |
Estimation Period:
Jan 2, 2001 to Dec 30, 2025
Jan 2, 2001 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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