KCTC APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:112.99% (-7.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3202 | 22.36 | |
| 0.1843 | 36.25 | |
| 0.8082 | 170.29 | |
| -0.0845 | -5.28 | |
| 1.4943 | 38.42 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities