KRX 100 Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
71.10%
decreased by 3.65%
1 Week
70.61%
decreased by 4.14%
1 Month
68.74%
decreased by 6.01%
Analysis last updated: Friday, June 12, 2026 at 10:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 20.19 | |
| 0.0778 | 30.48 | |
| 0.9222 | 429.91 | |
| 0.3009 | 15.03 | |
| 1.5694 | 35.87 |
Estimation Period:
Jan 2, 2001 to Apr 30, 2026
Jan 2, 2001 to Apr 30, 2026
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