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	21.9958	3.02***
α ARCH Response to squared shocks	0.1116	9.93***
β GARCH Volatility persistence	0.9324	38.03***
ν DF Student-t tail thickness	3.3445	5.19***

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Yuil Robotics Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Yuil Robotics Co Ltd Analyses