KOSPI 200 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
58.23%
increased by 1.43%
1 Week
63.60%
increased by 6.80%
1 Month
74.73%
increased by 17.93%
Analysis last updated: Saturday, May 2, 2026 at 03:35 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 29.8193 | 11.37 | |
| 0.1375 | 20.94 | |
| 0.9135 | 110.59 | |
| 4.7693 | 7.33 |
Estimation Period:
Jan 1, 2003 to Apr 30, 2026
Jan 1, 2003 to Apr 30, 2026
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