Korea Stock Price 100 Composite Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
48.10%
increased by 1.58%
1 Week
50.25%
increased by 3.73%
1 Month
54.06%
increased by 7.54%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.8232 | 143.64 | |
| 0.1567 | 31.02 | |
| 0.0056 | 2.92 | |
| 0.0334 | 5.72 | |
| 0.9636 | 147.05 |
Estimation Period:
Mar 1, 2000 to Apr 30, 2026
Mar 1, 2000 to Apr 30, 2026
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