KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.4965	11.50
$α$	0.1139	9.92
$β$	0.8007	68.21
$γ$	-0.0062	-0.33

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Creas F & C Co Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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