Korea Securities Dealers Association KOSDAQ Index AGARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
75.20%
decreased by 10.36%
1 Week
73.68%
decreased by 11.88%
1 Month
68.30%
decreased by 17.26%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 0.0761 | 20.89 | |
| 0.2051 | 47.13 | |
| 0.7690 | 197.65 | |
| 0.4691 | 26.61 |
Estimation Period:
Jan 3, 1997 to Jun 5, 2026
Jan 3, 1997 to Jun 5, 2026
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