KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0340	24.48
$α$	0.1936	45.99
$β$	0.7620	251.16
$γ$	0.0685	10.10

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Korea Stock Exchange KOSPI 200 Index Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Korea Stock Exchange KOSPI 200 Index Analyses