KRX 100 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
55.85%
decreased by 1.26%
1 Week
55.83%
decreased by 1.28%
1 Month
55.75%
decreased by 1.36%
Analysis last updated: Friday, June 5, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.1399 | 7.18 | |
| 0.0602 | 61.83 | |
| 0.9990 | 7,135.71 | |
| 6.5569 | 12.78 |
Estimation Period:
Jan 2, 2001 to Apr 30, 2026
Jan 2, 2001 to Apr 30, 2026
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