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	0.7239	23.22***
α ARCH Response to squared shocks	0.2242	42.17***
β GARCH Volatility persistence	0.7558	162.61***
γ leverage Additional response to negative shocks	-0.1434	-2.07**

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Dae Won Chemical Co Ltd AGARCH Volatility Analysis

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