KOSPI 200 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.1775	2.33**
α ARCH Response to squared shocks	0.0200	0.23
β GARCH Volatility persistence	0.0000	0.00

γ₁	130.7619	3.72***
γ₂	-172.4554	-2.59***

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Esteem Co Ltd Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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