KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.1413	6.33
$α$	0.1011	9.85
$β$	0.8583	64.94
$γ_{1}$	0.0101	0.34
$γ_{2}$	0.0475	1.08
$γ_{3}$	-0.1670	-5.60
$γ_{4}$	0.1909	6.85
$γ_{5}$	-0.1400	-5.43
$γ_{6}$	0.1099	4.04
$γ_{7}$	-0.0533	-1.92
$γ_{8}$	-0.0115	-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