KOSPI 200 Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
75.98%
decreased by 3.93%
1 Week
77.22%
decreased by 2.69%
1 Month
79.96%
increased by 0.05%
Analysis last updated: Saturday, May 23, 2026 at 01:57 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5466 | 15.24 | |
| 0.2067 | 15.37 | |
| 0.8035 | 102.07 | |
| -0.2067 | -13.35 |
Estimation Period:
Jan 1, 2003 to Apr 30, 2026
Jan 1, 2003 to Apr 30, 2026
Other KOSPI 200 Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices