KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	3.0511	5.63
$α$	0.0752	50.06
$β$	0.9952	1,239.36
$ν$	7.1641	9.27

V-Lab

Korea Stock Exchange KOSPI Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Korea Stock Exchange KOSPI Index Analyses