KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	35.9683	7.77
$α$	0.2384	365.12
$β$	0.9990	7,625.95
$ν$	2.0000	20,000,010.00

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Cayman Golden Century Wheel GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other Cayman Golden Century Wheel Analyses