Korea Stock Exchange KOSPI Index GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
73.76%
increased by 7.50%
1 Week
73.57%
increased by 7.31%
1 Month
72.84%
increased by 6.58%
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 | |
|---|---|---|
| 0.0175 | 21.37 | |
| 0.0946 | 46.41 | |
| 0.9020 | 490.23 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other Korea Stock Exchange KOSPI Index Analyses
Other GARCH Analyses on Equity Indices