KOSPI 200 Volatility Index APARCH Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
75.76%
increased by 5.70%
1 Week
77.64%
increased by 7.58%
1 Month
82.07%
increased by 12.01%
Analysis last updated: Saturday, April 25, 2026 at 02:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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