Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	5.6885	5.23
$α$	0.0668	33.33
$β$	0.9885	454.49
$ν$	5.2892	8.76

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Taisei Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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