Korea Stock Exchange KOSPI 200 Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
46.68%
decreased by 0.57%
1 Week
46.58%
decreased by 0.67%
1 Month
46.20%
decreased by 1.05%
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 | |
|---|---|---|
| 0.0166 | 20.96 | |
| 0.0783 | 40.02 | |
| 0.9217 | 556.59 | |
| 0.2224 | 16.81 | |
| 1.7340 | 45.03 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2026
Jan 3, 1990 to Apr 30, 2026
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