Korea Stock Exchange KOSPI Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
69.75%
decreased by 1.34%
1 Week
69.55%
decreased by 1.54%
1 Month
68.78%
decreased by 2.31%
Analysis last updated: Friday, June 12, 2026 at 09:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 20.65 | |
| 0.0604 | 23.15 | |
| 0.8999 | 514.55 | |
| 0.0717 | 14.21 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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