KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.1991	2.24
$α$	0.2060	4.89
$β$	0.7512	21.12
$γ_{1}$	-0.1785	-0.07
$γ_{2}$	-1.0090	-0.28
$γ_{3}$	3.6136	1.16
$γ_{4}$	-4.3167	-1.08
$γ_{5}$	2.9933	0.78
$γ_{6}$	-1.4798	-0.45
$γ_{7}$	-0.0530	-0.02
$γ_{8}$	3.5293	1.34
$γ_{9}$	-11.4421	-3.53
$γ_{10}$	14.0836	5.38

V-Lab

Businesson Communi Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Businesson Communi Analyses