Korea Securities Dealers Association KOSDAQ Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
78.73%
increased by 7.36%
1 Week
77.77%
increased by 6.40%
1 Month
74.17%
increased by 2.80%
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 | |
|---|---|---|
| 3.8434 | 6.07 | |
| 0.1345 | 39.86 | |
| 0.9854 | 425.66 | |
| 6.2036 | 10.41 |
Estimation Period:
Jan 3, 1997 to Jun 5, 2026
Jan 3, 1997 to Jun 5, 2026
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