KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	9.5896	3.11
$α$	0.0847	18.49
$β$	0.9569	66.11
$ν$	2.6385	14.19

V-Lab

Creas F & C Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Creas F & C Co Ltd Analyses