V-Lab
KOSPI 200 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:62.23% (+4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7564 | 6.89 | |
| 0.0894 | 1.15 | |
| 0.8270 | 118.46 | |
| -1.0000 | -0.76 | |
| 1.2925 | 17.26 |
Estimation Period:
Jan 1, 2003 to Apr 30, 2025
Jan 1, 2003 to Apr 30, 2025
News Impact Curve
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