KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.2915	16.72
$α$	0.0985	25.00
$β$	0.8746	269.76
$γ$	0.0216	2.08

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Daol Investment & Securities Co Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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