KOSPI 200 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2309	9.94***
α ARCH Response to squared shocks	0.0426	7.51***
β GARCH Volatility persistence	0.9487	288.79***
γ leverage Additional response to negative shocks	-0.0159	-2.22**

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LigaChem Biosciences Inc GJR-GARCH Volatility Analysis

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