Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.0579	32.22
$α$	0.1375	30.74
$β$	0.7715	226.17
$γ$	0.1178	13.55

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TOPIX Large 70 Index Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other TOPIX Large 70 Index Analyses