Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	4.4887	5.12
$α$	0.0636	44.29
$β$	0.9945	980.78
$ν$	6.5421	8.92

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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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