KOSPI 200 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.5871	3.13***
α ARCH Response to squared shocks	0.0805	13.20***
β GARCH Volatility persistence	0.9581	71.08***
ν DF Student-t tail thickness	3.0818	7.66***

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Xexymix Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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