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	22.1592	2.81***
α ARCH Response to squared shocks	0.1071	9.41***
β GARCH Volatility persistence	0.9335	36.75***
ν DF Student-t tail thickness	3.2705	4.97***

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Yuil Robotics Co Ltd GAS-GARCH Student T Volatility Analysis

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