KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$m$	81
$α$	0.2097	22.16
$β$	0.7915	62.51
$γ$	-0.2097	-23.72
$λ_{1}$	0.0979	2.14
$λ_{2}$	0.0055	3.15
$λ_{3}$	0.9911	385.48

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KOSPI 200 Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other KOSPI 200 Volatility Index Analyses