KOSPI 200 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3716	10.34***
α ARCH Response to squared shocks	0.0657	8.03***
β GARCH Volatility persistence	0.9069	74.22***

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Dongsung Finetec Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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