V-Lab
V-Lab
Korea Securities Dealers Association KOSDAQ Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:16.39% (-1.14%)

Analysis last updated: Friday, May 3, 2024 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Securities Dealers Association KOSDAQ Index APARCH
paramt-stat
ω0.059930.08
α0.163249.91
β0.8368266.94
γ0.324421.65
δ1.215733.79
Estimation Period:
Jan 3, 1997 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts