KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	26
$α$	0.2018	29.22
$β$	0.5902	41.49
$γ$	-0.0168	-1.65
$λ_{1}$	0.0201	2.43
$λ_{2}$	0.0294	4.17
$λ_{3}$	0.9688	125.87

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NPC MF2-GARCH Volatility Analysis

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News Impact Curve

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