KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8432	2.60
$α$	0.1866	3.70
$β$	0.7212	12.22
$γ_{1}$	-0.3681	-0.48
$γ_{2}$	0.8210	0.79
$γ_{3}$	-0.5636	-0.79
$γ_{4}$	0.0780	0.10
$γ_{5}$	0.9502	1.11
$γ_{6}$	-6.5247	-4.86

V-Lab

Businesson Communi Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Businesson Communi Analyses