KOSPI 200 Volatility Index

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	param	t-stat
$ω$	1.2660	4.79
$α$	0.1909	8.20
$β$	0.7311	25.26
$γ_{1}$	0.0780	0.65
$γ_{2}$	-0.2207	-1.20
$γ_{3}$	0.2536	1.89
$γ_{4}$	-0.2173	-1.59
$γ_{5}$	0.2867	1.92
$γ_{6}$	-0.4460	-2.71
$γ_{7}$	0.5605	3.60
$γ_{8}$	-0.3473	-2.60
$γ_{9}$	-0.0895	-0.91
$γ_{10}$	0.2071	3.81

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Pnpoongnyun Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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