KOSPI 200 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:78.86% (+5.24%)
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
News Impact Curve
Volatility Forecasts
Other KOSPI 200 Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices