Korea Stock Price 100 Composite Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
62.41%
decreased by 5.46%
1 Week
61.30%
decreased by 6.57%
1 Month
57.28%
decreased by 10.59%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 25.39 | |
| 0.1839 | 35.84 | |
| 0.7614 | 227.01 | |
| 0.0681 | 8.20 |
Estimation Period:
Mar 2, 2000 to Apr 30, 2026
Mar 2, 2000 to Apr 30, 2026
Other Asy. MEM Analyses on Equity Indices