KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	12.3653	5.25
$α$	0.0251	1.56
$β$	0.5519	19.69
$γ$	-1.4602	-0.68

V-Lab

Cayman Golden Century Wheel AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cayman Golden Century Wheel Analyses