Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.2577	9.26
$α$	0.4458	34.45
$β$	0.5410	85.68

V-Lab

Tokyo Stock Exchange MOTHERS Index MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tokyo Stock Exchange MOTHERS Index Analyses