KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1355	1.70
$α$	0.5643	4.74
$β$	0.3800	4.19
$γ_{1}$	2.1021	1.45
$γ_{2}$	-4.1430	-1.95
$γ_{3}$	4.3813	3.46
$γ_{4}$	-5.0578	-4.95
$γ_{5}$	3.7874	4.29
$γ_{6}$	-0.8822	-1.25

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Hi Gold Ocean Kmarin No8 Ship Investment Co Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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