KOSPI 200 Volatility Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
67.67%
decreased by 3.57%
1 Week
70.89%
decreased by 0.35%
1 Month
78.40%
increased by 7.16%
Analysis last updated: Friday, June 5, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7675 | 7.03 | |
| 0.0894 | 1.23 | |
| 0.8250 | 122.48 | |
| -1.0000 | -0.81 | |
| 1.2895 | 17.73 |
Estimation Period:
Jan 1, 2003 to Apr 30, 2026
Jan 1, 2003 to Apr 30, 2026
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