KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3284	6.32
$α$	0.0000	0.00
$β$	0.9012	17.02
$γ_{1}$	-6.0143	-0.52
$γ_{2}$	1.9944	0.10
$γ_{3}$	15.1194	1.17
$γ_{4}$	-24.5772	-2.95
$γ_{5}$	32.6146	4.79
$γ_{6}$	-38.3028	-4.93
$γ_{7}$	33.0272	3.89
$γ_{8}$	-27.1152	-2.56

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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