Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.0236	24.16
$α$	0.1353	24.90
$β$	0.8121	194.34
$γ$	0.1011	9.47

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Tokyo Stock Exchange REIT Index GJR-GARCH Volatility Analysis

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News Impact Curve

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Parameter Estimates

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