Korea Stock Price 50 Composite Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
50.73%
increased by 1.59%
1 Week
52.90%
increased by 3.76%
1 Month
56.63%
increased by 7.49%
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 | |
| 0.8277 | 136.41 | |
| 0.1447 | 28.77 | |
| 0.0066 | 2.70 | |
| 0.0348 | 4.97 | |
| 0.9617 | 121.72 |
Estimation Period:
Mar 1, 2000 to Apr 30, 2026
Mar 1, 2000 to Apr 30, 2026
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