KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.5342	5.97***
α ARCH Response to squared shocks	0.0487	38.89***
β GARCH Volatility persistence	0.9948	1,078.91***
ν DF Student-t tail thickness	6.8838	7.78***

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Samsung Electronics Co Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Samsung Electronics Co Ltd Analyses