KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.1502	6.32
$α$	0.1008	9.89
$β$	0.8597	65.94
$γ_{1}$	0.0114	0.38
$γ_{2}$	0.0455	1.03
$γ_{3}$	-0.1657	-5.49
$γ_{4}$	0.1899	6.73
$γ_{5}$	-0.1393	-5.35
$γ_{6}$	0.1094	4.00
$γ_{7}$	-0.0532	-1.91
$γ_{8}$	-0.0114	-0.53

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