KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.1493	6.37
$α$	0.1012	9.89
$β$	0.8585	65.71
$γ_{1}$	0.0124	0.42
$γ_{2}$	0.0433	0.99
$γ_{3}$	-0.1635	-5.48
$γ_{4}$	0.1884	6.75
$γ_{5}$	-0.1386	-5.40
$γ_{6}$	0.1096	4.06
$γ_{7}$	-0.0544	-1.97
$γ_{8}$	-0.0102	-0.48

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