KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	15.0000	3.15
$α$	0.1417	7.96
$β$	0.4721	4.89
$γ$	0.4871	0.55

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FGN Real Estate Development Investment Trust Co Ltd AGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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