Korea Stock Price 100 Composite Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.01% (+5.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 20.09 | |
| 0.0674 | 29.39 | |
| 0.9315 | 495.20 | |
| 0.3589 | 16.66 | |
| 1.5092 | 38.93 |
Estimation Period:
Mar 1, 2000 to Dec 30, 2025
Mar 1, 2000 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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