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	11.7790	3.73***
α ARCH Response to squared shocks	0.0610	24.80***
β GARCH Volatility persistence	0.9859	255.27***
ν DF Student-t tail thickness	4.0438	8.83***

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Dongsung Finetec Co Ltd GAS-GARCH Student T Volatility Analysis

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