Korea Securities Dealers Association KOSDAQ Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
89.25%
decreased by 18.18%
1 Week
80.35%
decreased by 27.08%
1 Month
62.74%
decreased by 44.69%
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 | |
|---|---|---|
| 21 | ||
| 0.0583 | 9.90 | |
| 0.6027 | 71.96 | |
| 0.3324 | 31.41 | |
| 0.0188 | 5.43 | |
| 0.0560 | 8.16 | |
| 0.9383 | 121.03 |
Estimation Period:
Jan 3, 1997 to Jun 5, 2026
Jan 3, 1997 to Jun 5, 2026
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