Korea Stock Exchange KOSPI 200 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
49.27%
decreased by 2.04%
1 Week
49.07%
decreased by 2.24%
1 Month
48.32%
decreased by 2.99%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 6.18 | |
| 0.0806 | 44.37 | |
| 0.9131 | 535.53 | |
| 0.4130 | 19.51 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2026
Jan 3, 1990 to Apr 30, 2026
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