Korea Securities Dealers Association KOSDAQ Index Asy. MEM Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
70.18%
increased by 3.19%
1 Week
68.89%
increased by 1.90%
1 Month
64.38%
decreased by 2.61%
Analysis last updated: Wednesday, June 10, 2026 at 09:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1543 | 37.01 | |
| 0.3856 | 40.19 | |
| 0.5610 | 109.14 | |
| 0.0538 | 4.08 |
Estimation Period:
Jan 3, 1997 to Jun 5, 2026
Jan 3, 1997 to Jun 5, 2026
Other Asy. MEM Analyses on Equity Indices