KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0298	2.97***
α ARCH Response to squared shocks	0.1391	12.44***
β GARCH Volatility persistence	0.8527	61.09***
γ leverage Additional response to negative shocks	-0.0099	-0.19
δ power Transformation power	0.5000	1.84*

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Smcg Co Ltd Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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