KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.1464	6.14
$α$	0.1007	10.08
$β$	0.8625	68.66
$γ_{1}$	0.0118	0.39
$γ_{2}$	0.0432	0.96
$γ_{3}$	-0.1618	-5.22
$γ_{4}$	0.1864	6.41
$γ_{5}$	-0.1362	-5.14
$γ_{6}$	0.1071	3.86
$γ_{7}$	-0.0523	-1.84
$γ_{8}$	-0.0119	-0.54

V-Lab

Korea Stock Exchange KOSPI Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Korea Stock Exchange KOSPI Index Analyses