V-Lab
V-Lab
Korea Stock Price 50 Composite Index APARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:23.37% (+1.65%)

Analysis last updated: Saturday, April 27, 2024 at 05:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Price 50 Composite Index APARCH
paramt-stat
ω0.014418.69
α0.054023.18
β0.9402539.74
γ0.371713.83
δ1.672137.29
Estimation Period:
Mar 1, 2000 to Feb 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts