Korea Stock Exchange KOSPI 200 Index MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
64.79%
decreased by 6.33%
1 Week
64.39%
decreased by 6.73%
1 Month
62.87%
decreased by 8.25%
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 | |
|---|---|---|
| 0.0326 | 7.17 | |
| 0.2312 | 56.54 | |
| 0.7607 | 239.15 |
Estimation Period:
Jan 2, 1996 to Apr 30, 2026
Jan 2, 1996 to Apr 30, 2026
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