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	16.6811	2.17**
α ARCH Response to squared shocks	0.0333	1.88*
β GARCH Volatility persistence	0.9540	17.91***
ν DF Student-t tail thickness	5.0984	0.49

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APR Co Ltd GAS-GARCH Student T Volatility Analysis

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