Korea Securities Dealers Association KOSDAQ Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
77.79%
decreased by 3.56%
1 Week
71.93%
decreased by 9.42%
1 Month
57.57%
decreased by 23.78%
Analysis last updated: Tuesday, June 9, 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 | |
|---|---|---|
| 0.0424 | 22.24 | |
| 0.2940 | 51.42 | |
| 0.9600 | 689.14 | |
| -0.0948 | -19.06 |
Estimation Period:
Jan 3, 1997 to Jun 5, 2026
Jan 3, 1997 to Jun 5, 2026
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