KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	16.2430	3.75
$α$	0.0370	24.73
$β$	0.9926	625.85
$ν$	3.8810	8.85

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PSK Inc GAS-GARCH Student T Volatility Analysis

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Volatility Forecast

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