KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	21
$α$	0.0321	11.87
$β$	0.8089	150.10
$γ$	0.1455	28.86
$λ_{1}$	0.0023	4.31
$λ_{2}$	0.0261	9.06
$λ_{3}$	0.9731	318.02

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Korea Stock Exchange KOSPI Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Korea Stock Exchange KOSPI Index Analyses