KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.8573	16.87***
α ARCH Response to squared shocks	0.3912	17.80***
β GARCH Volatility persistence	0.4852	29.14***
γ leverage Additional response to negative shocks	-0.0405	-0.97

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Yuil Robotics Co Ltd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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