KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.7012	7.06
$α$	0.1700	6.15
$β$	0.6914	15.11
$γ_{1}$	0.0138	0.25
$γ_{2}$	-0.0589	-0.62
$γ_{3}$	0.0335	0.44
$γ_{4}$	0.1029	1.56
$γ_{5}$	-0.1910	-3.23
$γ_{6}$	0.1333	2.45
$γ_{7}$	-0.0323	-0.67

V-Lab

KOSPI 200 Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other KOSPI 200 Volatility Index Analyses