Korea Securities Dealers Association KOSDAQ Index GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
80.88%
increased by 3.10%
1 Week
80.26%
increased by 2.48%
1 Month
77.92%
increased by 0.14%
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 | |
|---|---|---|
| 0.0702 | 26.92 | |
| 0.1766 | 45.36 | |
| 0.8130 | 241.18 |
Estimation Period:
Jan 3, 1997 to Jun 5, 2026
Jan 3, 1997 to Jun 5, 2026
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