Korea Stock Exchange KOSPI Index APARCH Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:17.49% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 25.95 | |
| 0.0938 | 43.81 | |
| 0.9063 | 482.30 | |
| 0.2488 | 17.97 | |
| 1.5867 | 42.94 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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