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	0.0515	26.52***
α ARCH Response to squared shocks	0.2577	54.99***
β GARCH Volatility persistence	0.9789	1,035.92***
γ leverage Additional response to negative shocks	0.0367	8.18***

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Dongbang Agro Co EGARCH Volatility Analysis

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