KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.0506	11.60
$α$	0.1288	38.56
$β$	0.8425	242.66
$γ$	0.5175	20.00

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Korea KOSDAQ Star Index AGARCH Volatility Analysis

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