Skip to main content
V-Lab
V-Lab
Korea Stock Exchange KOSPI Index APARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:38.80% (+5.28%)
Analysis last updated: Friday, November 21, 2025 at 07:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI Index APARCH
paramt-stat
ω0.021125.87
α0.094143.79
β0.9059480.58
γ0.248317.92
δ1.591443.03
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts