Korea Stock Exchange KOSPI Index AGARCH Volatility Analysis
Volatility prediction for Thursday, April 9th, 2026
1 Day
56.82%
decreased by 2.79%
1 Week
56.56%
decreased by 3.05%
1 Month
55.53%
decreased by 4.08%
Analysis last updated: Wednesday, April 8, 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 | |
|---|---|---|
| 0.0115 | 8.24 | |
| 0.0989 | 47.26 | |
| 0.8944 | 477.53 | |
| 0.3777 | 20.66 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2026
Jan 2, 1990 to Apr 3, 2026
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