Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.0967	7.51
$α$	0.1338	9.16
$β$	0.7624	33.08
$γ_{1}$	-0.0080	-0.18
$γ_{2}$	0.0983	1.49
$γ_{3}$	-0.1652	-3.31
$γ_{4}$	0.0443	0.98
$γ_{5}$	0.1137	2.63
$γ_{6}$	-0.1663	-3.48
$γ_{7}$	0.1319	2.57
$γ_{8}$	-0.0573	-1.12
$γ_{9}$	0.0251	0.62
$γ_{10}$	-0.0309	-1.07

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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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