Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	5.6685	5.25
$α$	0.0667	33.24
$β$	0.9884	452.58
$ν$	5.2842	8.73

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Taisei Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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