KOSPI 200 Volatility Index

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	param	t-stat
$ω$	16.4322	2.01
$α$	0.0335	1.61
$β$	0.9418	12.83
$ν$	4.7299	0.42

V-Lab

APR Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other APR Co Ltd Analyses