Korea Stock Price 100 Composite Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
54.40%
decreased by 1.34%
1 Week
54.17%
decreased by 1.57%
1 Month
53.29%
decreased by 2.45%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 15.67 | |
| 0.0671 | 31.66 | |
| 0.9276 | 448.75 |
Estimation Period:
Mar 1, 2000 to Apr 30, 2026
Mar 1, 2000 to Apr 30, 2026
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