KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0136	15.27
$α$	0.0623	30.67
$β$	0.9323	465.70

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Korea Stock Price 50 Composite Index GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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