Korea Stock Exchange KOSPI Index APARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
65.39%
decreased by 2.23%
1 Week
64.95%
decreased by 2.67%
1 Month
63.27%
decreased by 4.35%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 0.0207 | 25.29 | |
| 0.0959 | 44.35 | |
| 0.9041 | 473.13 | |
| 0.2230 | 17.15 | |
| 1.6616 | 42.84 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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