Korea Securities Dealers Association KOSDAQ Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:24.04% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0637 | 29.01 | |
| 0.1682 | 46.98 | |
| 0.8318 | 248.82 | |
| 0.3242 | 22.48 | |
| 1.2321 | 33.41 |
Estimation Period:
Jan 3, 1997 to Feb 27, 2026
Jan 3, 1997 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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