Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
70.47%
increased by 7.76%
1 Week
68.17%
increased by 5.46%
1 Month
60.38%
decreased by 2.33%
Analysis last updated: Tuesday, June 9, 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 | |
|---|---|---|
| 1.1475 | 6.20 | |
| 0.0995 | 9.98 | |
| 0.8631 | 68.42 | |
| 0.0120 | 0.40 | |
| 0.0431 | 0.96 | |
| -0.1620 | -5.27 | |
| 0.1865 | 6.46 | |
| -0.1364 | -5.18 | |
| 0.1078 | 3.91 | |
| -0.0536 | -1.90 | |
| -0.0109 | -0.50 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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