KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	8.2895	7.74
$α$	0.0568	61.99
$β$	0.9990	7,345.59
$ν$	6.5640	12.14

V-Lab

Korea Stock Price 100 Composite Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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