KRX 100 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
74.87%
decreased by 4.24%
1 Week
74.07%
decreased by 5.04%
1 Month
71.06%
decreased by 8.05%
Analysis last updated: Friday, June 12, 2026 at 10:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 5.69 | |
| 0.0933 | 42.78 | |
| 0.8947 | 464.51 | |
| 0.4666 | 22.07 |
Estimation Period:
Jan 2, 2001 to Apr 30, 2026
Jan 2, 2001 to Apr 30, 2026
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