KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	14.1700	9.18***
α ARCH Response to squared shocks	0.0722	106.65***
β GARCH Volatility persistence	0.9985	6,746.93***
ν DF Student-t tail thickness	4.2880	78.75***

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Sam Yung Trading Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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