KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	21
$α$	0.0000	0.00
$β$	0.8223	140.25
$γ$	0.1611	32.04
$λ_{1}$	0.0066	3.10
$λ_{2}$	0.0399	5.91
$λ_{3}$	0.9562	126.93

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KRX 100 Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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