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	0.0319	7.05***
α ARCH Response to squared shocks	0.2332	57.37***
β GARCH Volatility persistence	0.7601	238.42***

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Korea Stock Exchange KOSPI 200 Index MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Korea Stock Exchange KOSPI 200 Index Analyses