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
$ω$	26.5641	265,640,900.00
$α$	0.6908	6,907,610.00
$β$	0.3092	3,092,380.00
$γ_{1}$	69.3499	693,499,400.00
$γ_{2}$	-87.4410	-874,409,700.00
$γ_{3}$	-186.6175	-1,866,175,000.00
$γ_{4}$	-248.4772	-2,484,772,000.00
$γ_{5}$	1,893.6220	18,936,220,000.00
$γ_{6}$	-2,729.8160	-27,298,160,000.00
$γ_{7}$	2,101.2040	21,012,040,000.00
$γ_{8}$	-896.0751	-8,960,751,000.00
$γ_{9}$	-1,632.5900	-16,325,900,000.00

V-Lab

Ibks No 17 Special Purpose 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