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Korea Stock Exchange KOSPI Index APARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:19.89% (+0.18%)
Analysis last updated: Thursday, October 23, 2025 at 07:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Stock Exchange KOSPI Index APARCH
paramt-stat
ω0.020925.82
α0.093043.03
β0.9070481.41
γ0.254517.78
δ1.582342.98
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts