Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	4.4849	5.08
$α$	0.0632	44.22
$β$	0.9945	973.10
$ν$	6.4982	8.97

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Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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