Korea Stock Exchange KOSPI 200 Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
53.38%
decreased by 1.48%
1 Week
53.25%
decreased by 1.61%
1 Month
52.75%
decreased by 2.11%
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 | |
|---|---|---|
| 0.0157 | 19.15 | |
| 0.0759 | 42.20 | |
| 0.9203 | 545.23 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2026
Jan 3, 1990 to Apr 30, 2026
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