KOSPI 200 Volatility Index

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	param	t-stat
$ω$	101.6088	6.86
$α$	0.0983	20.23
$β$	0.9977	874.41
$ν$	5.8257	2.01

V-Lab

Smcg Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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