Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	5.8065	5.13
$α$	0.0667	33.86
$β$	0.9890	466.06
$ν$	5.2871	8.91

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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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