KOSPI 200 Volatility Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
71.50%
decreased by 3.84%
1 Week
73.17%
decreased by 2.17%
1 Month
77.50%
increased by 2.16%
Analysis last updated: Friday, June 5, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2622 | 5.69 | |
| 0.1508 | 21.00 | |
| 0.9211 | 110.08 | |
| 0.1704 | 15.28 |
Estimation Period:
Jan 1, 2003 to Apr 30, 2026
Jan 1, 2003 to Apr 30, 2026
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