KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	51.7347	3.74
$α$	0.1280	84.14
$β$	0.9917	463.42
$ν$	3.1334	58.00

V-Lab

VT Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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