KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	9.7219	3.28
$α$	0.6481	167.64
$β$	0.3512	86.35
$γ_{1}$	-0.0845	-1.93
$γ_{2}$	0.1471	2.30
$γ_{3}$	-0.1717	-3.70
$γ_{4}$	0.1548	3.36
$γ_{5}$	-0.0072	-0.15
$γ_{6}$	-0.1404	-2.50
$γ_{7}$	0.2197	2.81
$γ_{8}$	-0.1601	-1.63
$γ_{9}$	-0.0562	-0.47
$γ_{10}$	-11.7168	-42.64

V-Lab

DKME Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DKME Analyses