Korea Securities Dealers Association KOSDAQ Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.50% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0637 | 28.96 | |
| 0.1681 | 46.95 | |
| 0.8319 | 248.85 | |
| 0.3231 | 22.40 | |
| 1.2341 | 33.41 |
Estimation Period:
Jan 3, 1997 to Feb 13, 2026
Jan 3, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices