KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.1419	6.20
$α$	0.1002	9.95
$β$	0.8615	67.41
$γ_{1}$	0.0109	0.36
$γ_{2}$	0.0451	1.01
$γ_{3}$	-0.1636	-5.36
$γ_{4}$	0.1879	6.57
$γ_{5}$	-0.1376	-5.26
$γ_{6}$	0.1083	3.94
$γ_{7}$	-0.0528	-1.88
$γ_{8}$	-0.0117	-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