Korea Stock Exchange KOSPI Index GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
52.86%
increased by 7.73%
1 Week
52.76%
increased by 7.63%
1 Month
52.38%
increased by 7.25%
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 | |
|---|---|---|
| 0.0177 | 21.46 | |
| 0.0949 | 46.37 | |
| 0.9017 | 488.19 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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