KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0531	24.87***
α ARCH Response to squared shocks	0.1176	40.43***
β GARCH Volatility persistence	0.8629	424.66***
γ leverage Additional response to negative shocks	0.0235	4.85***

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Samsung Electronics Co Ltd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Samsung Electronics Co Ltd Analyses