KOSPI 200 Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
74.10%
decreased by 2.51%
1 Week
77.98%
increased by 1.37%
1 Month
85.07%
increased by 8.46%
Analysis last updated: Friday, April 17, 2026 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9269 | 19.45 | |
| 0.1792 | 25.88 | |
| 0.7010 | 67.62 |
Estimation Period:
Jan 1, 2003 to Dec 30, 2025
Jan 1, 2003 to Dec 30, 2025
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