V-Lab
KOSPI 200 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, July 4th, 2025:60.79% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7598 | 6.91 | |
| 0.0892 | 1.12 | |
| 0.8267 | 119.28 | |
| -1.0000 | -0.74 | |
| 1.2944 | 17.41 |
Estimation Period:
Jan 1, 2003 to Jun 5, 2025
Jan 1, 2003 to Jun 5, 2025
News Impact Curve
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