KOSPI 200 Volatility Index

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	param	t-stat
$ω$	0.7835	7.29
$α$	0.1289	8.63
$β$	0.8015	37.62
$γ_{1}$	-0.0635	-1.61
$γ_{2}$	0.1361	2.32
$γ_{3}$	-0.1934	-4.31
$γ_{4}$	0.1590	3.24
$γ_{5}$	0.0065	0.13
$γ_{6}$	-0.0917	-1.75
$γ_{7}$	0.0267	0.40
$γ_{8}$	0.1629	2.29
$γ_{9}$	-0.3034	-4.04
$γ_{10}$	0.2243	4.38

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NPC Zero Slope Spline-GARCH Volatility Analysis

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