KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.9978	7.60***
α ARCH Response to squared shocks	0.1850	9.12***
β GARCH Volatility persistence	0.5460	13.29***
γ leverage Additional response to negative shocks	0.0367	0.90

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APR Co Ltd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other APR Co Ltd Analyses