KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.0123	5.95
$α$	0.1000	9.69
$β$	0.8528	59.86
$γ_{1}$	-0.0478	-1.32
$γ_{2}$	0.1681	3.26
$γ_{3}$	-0.2728	-8.05
$γ_{4}$	0.2279	6.68
$γ_{5}$	-0.0938	-2.53
$γ_{6}$	-0.0003	-0.01
$γ_{7}$	0.0846	2.61
$γ_{8}$	-0.1230	-3.35
$γ_{9}$	0.1950	3.38

V-Lab

Korea Stock Exchange KOSPI Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Korea Stock Exchange KOSPI Index Analyses