KOSPI 200 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	14.3718	34.35***
α ARCH Response to squared shocks	0.0384	4.99***
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	4.9687	7.59***

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APR Co Ltd AGARCH Volatility Analysis

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