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	0.1417	14.25***
α ARCH Response to squared shocks	0.1889	20.92***
β GARCH Volatility persistence	0.8111	141.38***

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Namhwa Industrial Co Ltd GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Namhwa Industrial Co Ltd Analyses