KOSPI 200 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	104.7670	6.33***
α ARCH Response to squared shocks	0.1086	16.70***
β GARCH Volatility persistence	0.9970	798.89***
ν DF Student-t tail thickness	6.4031	1.88*

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Smcg Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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