KOSPI 200 Volatility Index AGARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
58.88%
decreased by 2.52%
1 Week
65.99%
increased by 4.59%
1 Month
78.33%
increased by 16.93%
Analysis last updated: Friday, April 10, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2339 | 9.01 | |
| 0.1325 | 24.26 | |
| 0.7521 | 121.82 | |
| -3.1660 | -14.41 |
Estimation Period:
Jan 1, 2003 to Dec 30, 2025
Jan 1, 2003 to Dec 30, 2025
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