KOSPI 200 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:85.36% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7577 | 6.98 | |
| 0.0893 | 1.27 | |
| 0.8260 | 120.92 | |
| -1.0000 | -0.84 | |
| 1.2859 | 17.50 |
Estimation Period:
Jan 1, 2003 to Dec 30, 2025
Jan 1, 2003 to Dec 30, 2025
News Impact Curve
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