KOSPI 200 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:71.25% (-0.13%)
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
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