Korea Stock Exchange KOSPI 200 Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.51% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 21.03 | |
| 0.0751 | 39.28 | |
| 0.9249 | 576.64 | |
| 0.2392 | 17.19 | |
| 1.6944 | 45.45 |
Estimation Period:
Jan 3, 1990 to Dec 30, 2025
Jan 3, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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