KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	51.2179	3.72
$α$	0.1286	83.21
$β$	0.9916	452.36
$ν$	3.1337	57.26

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VT Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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