KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0322	11.88
$β$	0.8078	149.68
$γ$	0.1462	28.93
$λ_{1}$	0.0024	4.29
$λ_{2}$	0.0261	9.03
$λ_{3}$	0.9731	316.77

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Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Korea Stock Exchange KOSPI Index Analyses