KRX 100 Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
94.76%
decreased by 1.82%
1 Week
93.50%
decreased by 3.08%
1 Month
88.77%
decreased by 7.81%
Analysis last updated: Friday, June 12, 2026 at 10:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 25.01 | |
| 0.1987 | 34.70 | |
| 0.7574 | 206.53 | |
| 0.0594 | 6.89 |
Estimation Period:
May 31, 2005 to Apr 30, 2026
May 31, 2005 to Apr 30, 2026
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