[Korea goyounghun financial newspaper reporter] was the lowest among the world's 11 major economies last year, the KOSPI stock market intraday volatility. Intraday volatility is divided by the average difference between the intraday high and low. Means that the larger the index value that changes by a large margin.
13 days Korea Exchange has recorded a case of 11 of the leading index KOSPI three consecutive years, the lowest intraday volatility, according to the results of calculating the average intraday volatility to target 11 major exponent 8 countries around the world.
Surveyed 11 index KOSPI, KOSDAQ (Republic of Korea), the Dow Industrial and Nasdaq · S & P500 (USA), the Nikkei 225 (Japan), Shanghai Composite (China) and Hang Seng (Hong Kong), FTSE100 (UK), CAC40 (France), DAX30 etc. (Germany). Kkajida investigation period from February 2014 to 2017.
2017 average of KOSPI and KOSDAQ (end of February), intraday volatility was the lowest ever recorded each market. Intraday volatility of KOSPI index was found to be 0.75%, 0.94% in 2015, 0.81% 2016 2014. In the case of KOSDAQ it was located in jungwigwon eighth in 2014, fourth in 2015, and in 2016 above 7.
The volatility of the world's major index, and starting from 2015 showed a tendency to decrease for the third consecutive year, except for the Nikkei 225, FTSE100.
For the KOSPI index was 1998 IMF financial crisis in history as the highest 3.27 percent, the highest in KOSDAQ index it is 4.82% at the time of the dot-com bubble in 2000.
Since intraday volatility of the two indices is gradually reduced and is currently recording a 0.76% and 2.62% points, or 0.65 percent, 4.06 percent decrease from peak points each.
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