KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	10.5147	4.42
$α$	0.0989	9.33
$β$	0.9270	52.85
$ν$	3.6118	4.94

V-Lab

Yas Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Yas Co Ltd Analyses