KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.6586	7.57
$α$	0.1683	5.99
$β$	0.6950	15.37
$γ_{1}$	-0.0223	-0.97
$γ_{2}$	-0.0031	-0.09
$γ_{3}$	0.0810	2.64
$γ_{4}$	-0.1312	-3.58
$γ_{5}$	0.1728	3.67

V-Lab

KOSPI 200 Volatility Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other KOSPI 200 Volatility Index Analyses