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	83.8421	7.35***
α ARCH Response to squared shocks	0.1090	130.50***
β GARCH Volatility persistence	0.9990	7,511.28***
ν DF Student-t tail thickness	2.5585	374.98***

V-Lab

Han Kook Capital Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Han Kook Capital Co Ltd Analyses