KRX 100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
45.22%
decreased by 0.53%
1 Week
44.98%
decreased by 0.77%
1 Month
44.05%
decreased by 1.70%
Analysis last updated: Friday, June 5, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 14.84 | |
| 0.0376 | 13.29 | |
| 0.9180 | 448.02 | |
| 0.0737 | 12.78 |
Estimation Period:
Jan 2, 2001 to Apr 30, 2026
Jan 2, 2001 to Apr 30, 2026
Other GJR-GARCH Analyses on Equity Indices