KOSPI 200 Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
65.40%
decreased by 1.85%
1 Week
68.66%
increased by 1.41%
1 Month
75.56%
increased by 8.31%
Analysis last updated: Friday, April 17, 2026 at 08:31 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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