KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0739	11.28
$α$	0.0771	17.32
$β$	0.9207	343.69
$γ$	-0.0047	-0.65

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NPC GJR-GARCH Volatility Analysis

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