KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	3.3610	6.70
$α$	0.1598	7.97
$β$	0.5213	9.77
$γ$	0.0352	0.84

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APR Co Ltd Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other APR Co Ltd Analyses