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	2.5466	15.24***
α ARCH Response to squared shocks	0.2067	15.37***
β GARCH Volatility persistence	0.8035	102.07***
γ leverage Additional response to negative shocks	-0.2067	-13.35***

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