KOSPI 200 Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
63.85%
decreased by 1.52%
1 Week
67.43%
increased by 2.06%
1 Month
74.96%
increased by 9.59%
Analysis last updated: Friday, April 10, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5110 | 15.03 | |
| 0.2043 | 15.08 | |
| 0.8059 | 101.42 | |
| -0.2043 | -13.14 |
Estimation Period:
Jan 1, 2003 to Dec 30, 2025
Jan 1, 2003 to Dec 30, 2025
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