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	1.2294	5.36***
α ARCH Response to squared shocks	0.2028	9.45***
β GARCH Volatility persistence	0.7266	33.56***

γ₁	-0.0371	-0.82
γ₂	0.1383	2.08**
γ₃	-0.2735	-6.04***
γ₄	0.3032	6.15***
γ₅	-0.2819	-4.69***
γ₆	0.3474	5.69***
γ₇	-0.3191	-5.11***
γ₈	0.1989	3.15***
γ₉	-0.1850	-2.50**
γ₁₀	0.1200	1.10

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Dongbang Agro Co Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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