Korea Stock Exchange KOSPI Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
68.53%
decreased by 3.45%
1 Week
68.21%
decreased by 3.77%
1 Month
66.96%
decreased by 5.02%
Analysis last updated: Tuesday, July 7, 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 | |
|---|---|---|
| 0.0110 | 8.03 | |
| 0.0984 | 47.80 | |
| 0.8956 | 487.52 | |
| 0.3744 | 20.59 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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