KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	27.4048	0.11
$α$	0.7834	0.60
$β$	0.1701	3.57
$γ_{1}$	-278.5203	-0.54
$γ_{2}$	392.7497	0.47
$γ_{3}$	400.4320	0.24
$γ_{4}$	-2,654.5350	-1.38
$γ_{5}$	5,591.7340	5.96
$γ_{6}$	-5,622.8940	-23.81
$γ_{7}$	2,942.4550	24.91
$γ_{8}$	-1,187.7920	-13.82
$γ_{9}$	497.7026	8.50

V-Lab

Ibks No 17 Special Purpose Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ibks No 17 Special Purpose Analyses