V-Lab
KOSPI 200 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:91.49% (-6.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4328 | 14.79 | |
| 0.2038 | 15.02 | |
| 0.8096 | 98.90 | |
| -0.2038 | -13.08 |
Estimation Period:
Jan 1, 2003 to Apr 30, 2025
Jan 1, 2003 to Apr 30, 2025
News Impact Curve
Volatility Forecasts
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