Korea Securities Dealers Association KOSDAQ Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
83.80%
decreased by 3.10%
1 Week
81.29%
decreased by 5.61%
1 Month
72.88%
decreased by 14.02%
Analysis last updated: Tuesday, June 9, 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 | |
|---|---|---|
| 0.0657 | 29.11 | |
| 0.1723 | 46.43 | |
| 0.8277 | 241.23 | |
| 0.3154 | 22.34 | |
| 1.2911 | 33.39 |
Estimation Period:
Jan 3, 1997 to Jun 5, 2026
Jan 3, 1997 to Jun 5, 2026
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