KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	21
$α$	0.0319	11.69
$β$	0.8048	145.03
$γ$	0.1477	28.74
$λ_{1}$	0.0025	4.06
$λ_{2}$	0.0287	9.02
$λ_{3}$	0.9706	288.53

V-Lab

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