KOSPI 200 Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
99.58%
decreased by 6.09%
1 Week
96.99%
decreased by 2.59%
1 Month
90.80%
decreased by 8.78%
Analysis last updated: Friday, March 20, 2026 at 10:44 PM UTC
Parameter 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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