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	7.3035	5.25***
α ARCH Response to squared shocks	0.0807	62.35***
β GARCH Volatility persistence	0.9924	748.41***
ν DF Student-t tail thickness	2.9738	58.85***

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Ubiquoss Holdings Inc GAS-GARCH Student T Volatility Analysis

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