KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.1505	6.08
$α$	0.0999	10.14
$β$	0.8649	70.00
$γ_{1}$	0.0113	0.36
$γ_{2}$	0.0437	0.96
$γ_{3}$	-0.1615	-5.13
$γ_{4}$	0.1860	6.27
$γ_{5}$	-0.1357	-5.04
$γ_{6}$	0.1068	3.80
$γ_{7}$	-0.0526	-1.82
$γ_{8}$	-0.0115	-0.51

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