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	0.7301	10.09***
α ARCH Response to squared shocks	0.2533	15.17***
β GARCH Volatility persistence	0.5658	48.84***

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Kusuri No Aoki Holdings Co MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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