Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.1320	7.59
$α$	0.1282	9.05
$β$	0.7775	34.34
$γ_{1}$	-0.0013	-0.03
$γ_{2}$	0.0884	1.32
$γ_{3}$	-0.1602	-3.11
$γ_{4}$	0.0428	0.91
$γ_{5}$	0.1133	2.52
$γ_{6}$	-0.1682	-3.35
$γ_{7}$	0.1398	2.58
$γ_{8}$	-0.0711	-1.30
$γ_{9}$	0.0425	0.97
$γ_{10}$	-0.0458	-1.50

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Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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