Korea Securities Dealers Association KOSDAQ Index GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
75.94%
decreased by 1.84%
1 Week
75.39%
decreased by 2.39%
1 Month
73.29%
decreased by 4.49%
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 | |
|---|---|---|
| 0.0702 | 26.92 | |
| 0.1766 | 45.36 | |
| 0.8130 | 241.18 |
Estimation Period:
Jan 3, 1997 to Jun 5, 2026
Jan 3, 1997 to Jun 5, 2026
Other GARCH Analyses on Equity Indices