Korea Stock Price 100 Composite Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
44.92%
decreased by 0.07%
1 Week
44.72%
decreased by 0.27%
1 Month
43.94%
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 | |
|---|---|---|
| 0.0167 | 19.34 | |
| 0.0724 | 29.96 | |
| 0.9263 | 455.64 | |
| 0.3025 | 15.07 | |
| 1.6103 | 38.07 |
Estimation Period:
Mar 1, 2000 to Apr 30, 2026
Mar 1, 2000 to Apr 30, 2026
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