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
$ω$	21.6532	4.02
$α$	0.5861	63.06
$β$	0.4136	44.43
$γ_{1}$	0.7393	3.28
$γ_{2}$	-1.5881	-4.49
$γ_{3}$	1.7914	5.44
$γ_{4}$	-1.7909	-3.57
$γ_{5}$	2.3437	2.48
$γ_{6}$	-12.6951	-8.00
$γ_{7}$	31.6342	10.46
$γ_{8}$	-32.3355	-7.74
$γ_{9}$	-7.8993	-2.27
$γ_{10}$	85.0530	17.79

V-Lab

Quantapia Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Quantapia Inc Analyses