KOSPI 200 Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
71.33%
decreased by 3.05%
1 Week
73.44%
decreased by 0.94%
1 Month
78.02%
increased by 3.64%
Analysis last updated: Friday, July 3, 2026 at 10:07 PM 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
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