KOSPI 200 Volatility Index

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	param	t-stat
$ω$	0.0000	0.00
$α$	0.9975	9,975,160.00
$β$	0.2850	2,850,170.00
$γ$	-0.5651	-5,650,660.00

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Pusan Cast Iron Co Ltd GJR-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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