KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	21
$α$	0.0279	11.37
$β$	0.8349	149.98
$γ$	0.1194	24.80
$λ_{1}$	0.0025	4.08
$λ_{2}$	0.0244	7.99
$λ_{3}$	0.9748	301.61

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Korea Stock Exchange KOSPI 200 Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Korea Stock Exchange KOSPI 200 Index Analyses