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
$ω$	93.6109	0.54
$α$	0.7547	6.90
$β$	0.2448	2.28
$γ_{1}$	1.1635	1.40
$γ_{2}$	-1.2393	-1.06
$γ_{3}$	-1.0875	-1.61
$γ_{4}$	6.9856	3.96
$γ_{5}$	-37.1528	-2.22
$γ_{6}$	39.8362	0.29
$γ_{7}$	-51.3710	-0.13
$γ_{8}$	201.1128	0.49
$γ_{9}$	-423.7494	-2.76
$γ_{10}$	779.5599	20.76

V-Lab

SBW Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SBW Analyses