Korea Ratings Corp APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.43% (+13.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 12.83 | |
| 0.1067 | 21.46 | |
| 0.8880 | 224.12 | |
| -0.1282 | -5.74 | |
| 1.8379 | 23.81 |
Estimation Period:
Feb 19, 2007 to Feb 6, 2026
Feb 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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