KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	21
$α$	0.0312	11.41
$β$	0.8029	145.80
$γ$	0.1502	29.09
$λ_{1}$	0.0025	3.99
$λ_{2}$	0.0297	9.17
$λ_{3}$	0.9697	283.29

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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