KOSPI 200 Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
119.84%
decreased by 10.83%
1 Week
114.43%
decreased by 16.24%
1 Month
101.10%
decreased by 29.57%
Analysis last updated: Friday, June 12, 2026 at 10:31 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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