Korea Stock Price 50 Composite Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
64.53%
decreased by 5.00%
1 Week
63.26%
decreased by 6.27%
1 Month
58.68%
decreased by 10.85%
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 | |
|---|---|---|
| 0.0457 | 24.95 | |
| 0.1716 | 35.15 | |
| 0.7708 | 233.73 | |
| 0.0698 | 8.52 |
Estimation Period:
Mar 2, 2000 to Apr 30, 2026
Mar 2, 2000 to Apr 30, 2026
Other Asy. MEM Analyses on Equity Indices