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	0.0157	19.15***
α ARCH Response to squared shocks	0.0759	42.20***
β GARCH Volatility persistence	0.9203	545.23***

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Korea Stock Exchange KOSPI 200 Index GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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