KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.4088	20.77
$α$	0.1608	38.49
$β$	0.8102	171.44
$γ$	-0.2067	-3.23

V-Lab

Union Steel AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Union Steel Analyses