KOSPI 200 Volatility Index

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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.4082	25.50***
α ARCH Response to squared shocks	0.3646	15.44***
β GARCH Volatility persistence	0.4081	22.89***
γ leverage Additional response to negative shocks	-1.0573	-6.35***

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Yuil Robotics Co Ltd AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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