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	0.1057	12.06***
α ARCH Response to squared shocks	0.0689	18.17***
β GARCH Volatility persistence	0.9320	284.05***
γ leverage Additional response to negative shocks	-0.0084	-1.19

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