KOSPI 200 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3723	3.42***
α ARCH Response to squared shocks	-0.0271	-1.16
β GARCH Volatility persistence	0.8661	34.70***
γ leverage Additional response to negative shocks	-0.1133	-9.59***

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APR Co Ltd EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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