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	11.6116	3.10***
α ARCH Response to squared shocks	0.0807	13.00***
β GARCH Volatility persistence	0.9574	69.38***
ν DF Student-t tail thickness	3.0676	7.59***

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Xexymix Corp GAS-GARCH Student T Volatility Analysis

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