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	0.0441	12.49***
α ARCH Response to squared shocks	0.0310	19.25***
β GARCH Volatility persistence	0.9546	806.27***
γ leverage Additional response to negative shocks	0.0235	7.33***

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