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	4.1187	19.52***
α ARCH Response to squared shocks	0.1831	26.39***
β GARCH Volatility persistence	0.6912	64.98***

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KOSPI 200 Volatility Index GARCH Volatility Analysis

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