V-Lab
KOSPI 200 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 27th, 2025:75.37% (-3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4603 | 14.82 | |
| 0.2047 | 15.02 | |
| 0.8079 | 100.97 | |
| -0.2047 | -13.08 |
Estimation Period:
Jan 1, 2003 to Jun 5, 2025
Jan 1, 2003 to Jun 5, 2025
News Impact Curve
Volatility Forecasts
Other KOSPI 200 Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices