Skip to main content
V-Lab
V-Lab
Korea Stock Exchange KOSPI Index APARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:27.10% (-0.41%)
Analysis last updated: Friday, December 5, 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
ω0.021125.88
α0.093943.77
β0.9061481.20
γ0.248317.87
δ1.588142.94
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts