KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.1475	6.20
$α$	0.0995	9.98
$β$	0.8631	68.42
$γ_{1}$	0.0120	0.40
$γ_{2}$	0.0431	0.96
$γ_{3}$	-0.1620	-5.27
$γ_{4}$	0.1865	6.46
$γ_{5}$	-0.1364	-5.18
$γ_{6}$	0.1078	3.91
$γ_{7}$	-0.0536	-1.90
$γ_{8}$	-0.0109	-0.50

V-Lab

Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Korea Stock Exchange KOSPI Index Analyses