Korea KOSDAQ Star Index APARCH Volatility Analysis
Inactive
Last recorded values (Friday, September 6th, 2019):
1 Day
5.20%
1 Week
6.34%
1 Month
10.63%
Analysis last updated: Thursday, September 5, 2019 at 04:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0443 | 24.21 | |
| 0.1161 | 34.93 | |
| 0.8839 | 276.66 | |
| 0.4189 | 18.46 | |
| 0.8586 | 32.58 |
Estimation Period:
Jan 3, 2003 to Aug 23, 2019
Jan 3, 2003 to Aug 23, 2019
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