KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.8925	4.88
$α$	0.5358	34.76
$β$	0.4639	30.00
$γ_{1}$	-4.0838	-1.54
$γ_{2}$	5.5915	1.76
$γ_{3}$	-2.6476	-2.15
$γ_{4}$	1.5471	1.62
$γ_{5}$	-0.3604	-0.40
$γ_{6}$	-0.0244	-0.03
$γ_{7}$	1.7249	1.58
$γ_{8}$	-31.1930	-11.16
$γ_{9}$	83.7433	11.97
$γ_{10}$	-80.1953	-11.24

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A Self-Administered Real Estate Investment Trust Inc Zero Slope Spline-GARCH Volatility Analysis

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