KOSPI 200 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
67.67%
decreased by 6.34%
1 Week
71.03%
decreased by 2.98%
1 Month
78.36%
increased by 4.35%
Analysis last updated: Friday, May 29, 2026 at 07:42 PM 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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