Korea Stock Exchange KOSPI Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
41.61%
increased by 0.21%
1 Week
41.49%
increased by 0.09%
1 Month
41.03%
decreased by 0.37%
Analysis last updated: Friday, May 15, 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 | |
|---|---|---|
| 0.0114 | 8.22 | |
| 0.0984 | 47.35 | |
| 0.8950 | 481.70 | |
| 0.3761 | 20.58 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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