KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.0144	5.94
$α$	0.1005	9.63
$β$	0.8516	58.87
$γ_{1}$	-0.0504	-1.38
$γ_{2}$	0.1728	3.33
$γ_{3}$	-0.2748	-8.07
$γ_{4}$	0.2240	6.52
$γ_{5}$	-0.0849	-2.29
$γ_{6}$	-0.0103	-0.31
$γ_{7}$	0.0909	2.78
$γ_{8}$	-0.1203	-3.24
$γ_{9}$	0.1642	2.90

V-Lab

Korea Stock Exchange KOSPI Index Spline-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Korea Stock Exchange KOSPI Index Analyses