KRX 100 Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
64.79%
decreased by 4.60%
1 Week
63.44%
decreased by 5.95%
1 Month
58.83%
decreased by 10.56%
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 | |
|---|---|---|
| 0.0136 | 11.03 | |
| 0.1526 | 33.96 | |
| 0.9875 | 1,314.90 | |
| -0.0536 | -14.37 |
Estimation Period:
Jan 2, 2001 to Apr 30, 2026
Jan 2, 2001 to Apr 30, 2026
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