Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.0519	30.76
$α$	0.1662	34.68
$β$	0.7621	238.68
$γ$	0.0999	11.80

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TOPIX Core 30 Index Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other TOPIX Core 30 Index Analyses