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
$ω$	3.1926	1.95
$α$	0.5111	61.87
$β$	0.4881	60.61
$γ_{1}$	-1.2057	-0.80
$γ_{2}$	1.1321	0.67
$γ_{3}$	0.3063	0.56
$γ_{4}$	-0.2118	-0.34
$γ_{5}$	-0.0888	-0.14
$γ_{6}$	-0.7652	-1.00
$γ_{7}$	5.2734	3.50
$γ_{8}$	-25.2643	-12.04
$γ_{9}$	52.5312	19.13
$γ_{10}$	-46.1505	-16.21

V-Lab

SBW Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SBW Analyses