Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.0587	28.16
$α$	0.0327	11.55
$β$	0.8566	357.07
$γ$	0.1473	19.73

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Tokyo Stock Exchange Tokyo Stock Price Index TOPIX GJR-GARCH Volatility Analysis

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News Impact Curve

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