KOSPI 200 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	7.2727	5.28***
α ARCH Response to squared shocks	0.0806	62.32***
β GARCH Volatility persistence	0.9924	757.59***
ν DF Student-t tail thickness	2.9858	58.49***

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Ubiquoss Holdings Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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