Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	5.7666	5.13
$α$	0.0665	33.54
$β$	0.9888	460.14
$ν$	5.2668	8.88

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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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