KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	14.1512	9.16
$α$	0.0724	106.75
$β$	0.9985	6,701.60
$ν$	4.2767	79.09

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Sam Yung Trading Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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