KOSPI 200 Volatility Index

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	param	t-stat
$ω$	9.6988	3.34
$α$	0.0797	30.07
$β$	0.9849	212.96
$ν$	3.7556	11.75

V-Lab

Daehan Steel Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Daehan Steel Co Ltd Analyses