KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0115	5.94
$α$	0.0820	42.36
$β$	0.9054	514.75
$γ$	0.4914	19.89

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Korea Stock Price 50 Composite Index AGARCH Volatility Analysis

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