KOSPI 200 Volatility Index AGARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
103.25%
decreased by 11.42%
1 Week
100.32%
decreased by 14.35%
1 Month
94.20%
decreased by 20.47%
Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2489 | 9.04 | |
| 0.1331 | 24.54 | |
| 0.7508 | 122.91 | |
| -3.1711 | -14.62 |
Estimation Period:
Jan 1, 2003 to Apr 30, 2026
Jan 1, 2003 to Apr 30, 2026
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