Korea Stock Exchange KOSPI Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
69.36%
increased by 1.50%
1 Week
69.10%
increased by 1.24%
1 Month
68.09%
increased by 0.23%
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 | |
|---|---|---|
| 3.1819 | 5.71 | |
| 0.0749 | 51.96 | |
| 0.9955 | 1,360.00 | |
| 7.1739 | 9.55 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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