KOSPI 200 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:86.40% (-5.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4871 | 14.98 | |
| 0.2027 | 15.00 | |
| 0.8071 | 100.92 | |
| -0.2027 | -13.10 |
Estimation Period:
Jan 1, 2003 to Oct 2, 2025
Jan 1, 2003 to Oct 2, 2025
News Impact Curve
Volatility Forecasts
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