Korea Stock Exchange KOSPI Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
44.75%
decreased by 0.85%
1 Week
44.60%
decreased by 1.00%
1 Month
44.04%
decreased by 1.56%
Analysis last updated: Friday, June 5, 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 | |
|---|---|---|
| 0.0113 | 8.15 | |
| 0.0983 | 47.46 | |
| 0.8953 | 483.67 | |
| 0.3761 | 20.59 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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