KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3706	10.39***
α ARCH Response to squared shocks	0.0659	8.04***
β GARCH Volatility persistence	0.9065	74.17***

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Dongsung Finetec Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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