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	0.3065	6.02***
α ARCH Response to squared shocks	0.3236	25.21***
β GARCH Volatility persistence	0.5515	29.89***
γ leverage Additional response to negative shocks	-0.0355	-1.82*
δ power Transformation power	0.5000	4.74***

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Yuil Robotics Co Ltd Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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