KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.6975	7.02
$α$	0.1723	6.31
$β$	0.6911	15.62
$γ_{1}$	0.0113	0.21
$γ_{2}$	-0.0572	-0.62
$γ_{3}$	0.0400	0.53
$γ_{4}$	0.0924	1.34
$γ_{5}$	-0.1912	-2.98
$γ_{6}$	0.1510	2.81
$γ_{7}$	-0.0515	-1.22

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