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
$ω$	0.4460	1.82
$α$	0.0000	0.00
$β$	0.9029	6.24
$γ_{1}$	10.3528	0.80
$γ_{2}$	-21.3275	-1.23
$γ_{3}$	20.6627	1.89
$γ_{4}$	-17.5438	-1.55
$γ_{5}$	2.5641	0.17
$γ_{6}$	26.5128	1.73
$γ_{7}$	-68.7778	-4.37
$γ_{8}$	96.0754	7.31
$γ_{9}$	-64.2504	-9.90

V-Lab

Ibks No20 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 No20 Special Purpose Analyses