KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5950	4.34***
α ARCH Response to squared shocks	0.2637	7.76***
β GARCH Volatility persistence	0.6503	22.54***

γ₁	0.1107	1.20
γ₂	-0.1195	-0.91
γ₃	0.0958	1.02
γ₄	-0.2442	-2.28**
γ₅	0.3050	2.87***
γ₆	-0.2758	-2.63***
γ₇	0.2348	2.43**
γ₈	-0.0938	-0.82
γ₉	-0.1488	-1.16
γ₁₀	0.2231	2.41**

V-Lab

Dae Won Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dae Won Chemical Co Ltd Analyses