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	1.2113	6.66***
α ARCH Response to squared shocks	0.0425	8.79***
β GARCH Volatility persistence	0.9524	178.05***

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SK Hynix Inc Zero Slope Spline-GARCH Volatility Analysis

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