Nikkei Stock Average Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1589	16.95***
α ARCH Response to squared shocks	0.2237	55.81***
β GARCH Volatility persistence	0.7538	230.11***

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Shimizu Corp MEM Volatility Analysis

Date Range:

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