KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	20.5934	3.44
$α$	0.0832	43.97
$β$	0.9921	428.16
$ν$	4.5874	13.84

V-Lab

Daol Investment & Securities Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Daol Investment & Securities Co Ltd Analyses