KOSPI 200 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1010	16.48***
α ARCH Response to squared shocks	0.0759	71.28***
β GARCH Volatility persistence	0.9150	949.12***
γ leverage Additional response to negative shocks	0.6252	12.15***

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SK Hynix Inc AGARCH Volatility Analysis

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