KOSPI 200 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:88.28% (-7.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7461 | 7.00 | |
| 0.0894 | 1.34 | |
| 0.8268 | 120.15 | |
| -1.0000 | -0.88 | |
| 1.2806 | 17.48 |
Estimation Period:
Jan 1, 2003 to Oct 2, 2025
Jan 1, 2003 to Oct 2, 2025
News Impact Curve
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