KOREA SECURITIES DEALERS ASSOCIATION KOSDAQ INDEX EGARCH VOLATILITY GRAPH?

Volatility Prediction for Tuesday, May 21: 14.84% (-0.95)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (KRW): ￦567 Return: 0.22% 1 Week Pred: 15.42%
Avg Week Vol: 15.94% Avg Month Vol: 18% 1 Month Pred: 17.57%
Min Vol: 7.47% Max Vol: 101% 6 Months Pred: 27.24%
Avg Vol: 30.71% Vol of Vol: 34.04% 1 Year Pred: 30.82%

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