Korea Securities Dealers Association KOSDAQ Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.91% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0637 | 28.94 | |
| 0.1681 | 46.90 | |
| 0.8319 | 248.69 | |
| 0.3227 | 22.38 | |
| 1.2351 | 33.42 |
Estimation Period:
Jan 3, 1997 to Feb 6, 2026
Jan 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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