KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2895	1.71
$α$	0.2506	2.41
$β$	0.2110	1.72
$γ_{1}$	-5.1601	-0.24
$γ_{2}$	1.6922	0.05
$γ_{3}$	1.8813	0.11
$γ_{4}$	6.9178	0.63
$γ_{5}$	-16.5801	-1.76
$γ_{6}$	39.0079	3.72
$γ_{7}$	-62.5470	-4.38
$γ_{8}$	55.9561	2.64

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Samsung Special Purpose Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Samsung Special Purpose Analyses