KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0331	23.92***
α ARCH Response to squared shocks	0.1981	45.17***
β GARCH Volatility persistence	0.7610	249.90***
γ leverage Additional response to negative shocks	0.0647	9.21***

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Korea Stock Exchange KOSPI 200 Index Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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