Korea Stock Price 50 Composite Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
47.50%
decreased by 0.19%
1 Week
47.28%
decreased by 0.41%
1 Month
46.45%
decreased by 1.24%
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 | |
|---|---|---|
| 0.0160 | 18.18 | |
| 0.0669 | 28.66 | |
| 0.9309 | 471.56 | |
| 0.2827 | 14.31 | |
| 1.6689 | 37.98 |
Estimation Period:
Mar 1, 2000 to Apr 30, 2026
Mar 1, 2000 to Apr 30, 2026
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