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	1.3186	2.72***
α ARCH Response to squared shocks	0.1381	4.82***
β GARCH Volatility persistence	0.8199	19.07***

γ₁	0.6331	0.31
γ₂	-2.3803	-0.76
γ₃	2.6266	1.10
γ₄	-1.0329	-0.45
γ₅	0.7963	0.28
γ₆	-1.1317	-0.38
γ₇	0.9263	0.28
γ₈	-2.8739	-0.67
γ₉	8.1383	1.29
γ₁₀	-9.0721	-1.47

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Namhwa Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Namhwa Industrial Co Ltd Analyses