KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	9.7171	97,170,630.00
$α$	0.7597	7,596,950.00
$β$	0.2395	2,395,070.00
$γ_{1}$	0.0854	854,490.00
$γ_{2}$	-0.2249	-2,248,820.00
$γ_{3}$	0.3455	3,454,840.00
$γ_{4}$	-0.6608	-6,608,200.00
$γ_{5}$	1.3978	13,977,980.00
$γ_{6}$	-5.7671	-57,670,770.00
$γ_{7}$	-8.9883	-89,882,660.00
$γ_{8}$	29.0602	290,602,200.00
$γ_{9}$	17.1303	171,303,200.00
$γ_{10}$	-166.5903	-1,665,903,000.00

V-Lab

Capro Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capro Corp Analyses