KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	3.1232	5.48
$α$	0.0615	51.80
$β$	0.9958	1,412.43
$ν$	6.2587	10.88

V-Lab

Korea Stock Exchange KOSPI 200 Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Korea Stock Exchange KOSPI 200 Index Analyses