KOSPI 200 Volatility Index

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	param	t-stat
$ω$	0.9880	7.16
$α$	0.0952	8.93
$β$	0.8586	49.02
$γ_{1}$	-0.0091	-0.19
$γ_{2}$	0.0500	0.67
$γ_{3}$	-0.1651	-2.70
$γ_{4}$	0.2494	4.00
$γ_{5}$	-0.2296	-3.95
$γ_{6}$	0.2115	3.84
$γ_{7}$	-0.1903	-3.31
$γ_{8}$	0.0901	1.61
$γ_{9}$	0.0125	0.22
$γ_{10}$	-0.0110	-0.22

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Sam Yung Trading Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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