KOREA COMPOSITE STOCK INDEX GARCH VOLATILITY GRAPH?

Volatility Prediction for Friday, May 24: 14.04% (+0.89)
  • COMPARE menu down arrow
    • Korea Composite Stock Index»
    • Other Analyses»
      • Commodities»
      • Corporate Bonds»
      • Credit Default Swaps»
      • Currencies»
      • Equities»
      • Equity Indices»
      • Equity Sectors»
      • International Equities»
      • Real Estate»
      • Treasuries»
      • Volatility Indices»
  • SUB PLOTmenu down arrow
    • Return/Price
    • Return
    • Price
    • None
  • LINE STYLE menu down arrow
    • Lines
    • Lines Points
  • KEY POSTION menu down arrow
    • Inside»
      • Bottom Left
      • Bottom Right
      • Top Left
      • Top Right
    • Outside
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (KRW): ￦1,969 Return: -1.24% 1 Week Pred: 14.36%
Avg Week Vol: 13.52% Avg Month Vol: 13.77% 1 Month Pred: 15.46%
Min Vol: 10.96% Max Vol: 89.2% 6 Months Pred: 20.72%
Avg Vol: 28.36% Vol of Vol: 29.21% 1 Year Pred: 24.25%

Documentation