Korea Securities Dealers Association KOSDAQ Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
84.55%
decreased by 6.71%
1 Week
83.10%
decreased by 8.16%
1 Month
77.82%
decreased by 13.44%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 0.0870 | 31.32 | |
| 0.1085 | 22.43 | |
| 0.7945 | 230.03 | |
| 0.1532 | 15.60 |
Estimation Period:
Jan 3, 1997 to Jun 5, 2026
Jan 3, 1997 to Jun 5, 2026
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