KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0134	11.13
$α$	0.1424	33.93
$β$	0.9893	1,417.29
$γ$	-0.0510	-14.50

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Korea Stock Price 100 Composite Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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