KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	17.9998	8.50***
α ARCH Response to squared shocks	0.0417	49.33***
β GARCH Volatility persistence	0.9980	4,557.13***
ν DF Student-t tail thickness	7.5310	8.92***

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SK Hynix Inc GAS-GARCH Student T Volatility Analysis

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