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	0.8412	20.88***
α ARCH Response to squared shocks	0.4692	22.52***
β GARCH Volatility persistence	0.7186	54.17***
γ leverage Additional response to negative shocks	0.1404	7.56***

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Yuil Robotics Co Ltd EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

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