Korea Stock Exchange KOSPI Index GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
64.93%
decreased by 1.33%
1 Week
64.78%
decreased by 1.48%
1 Month
64.19%
decreased by 2.07%
Analysis last updated: Wednesday, June 10, 2026 at 09:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 21.37 | |
| 0.0946 | 46.41 | |
| 0.9020 | 490.23 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other Korea Stock Exchange KOSPI Index Analyses
Other GARCH Analyses on Equity Indices