KRX 100 Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.04% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 20.95 | |
| 0.0729 | 30.24 | |
| 0.9271 | 465.39 | |
| 0.3584 | 17.06 | |
| 1.4629 | 36.26 |
Estimation Period:
Jan 2, 2001 to Dec 30, 2025
Jan 2, 2001 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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