KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	21
$α$	0.0583	9.90
$β$	0.6027	71.96
$γ$	0.3324	31.41
$λ_{1}$	0.0188	5.43
$λ_{2}$	0.0560	8.16
$λ_{3}$	0.9383	121.03

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Korea Securities Dealers Association KOSDAQ Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Korea Securities Dealers Association KOSDAQ Index Analyses