Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	6.9073	3.45
$α$	0.0873	50.56
$β$	0.9897	335.50
$ν$	3.4059	25.98

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Katakura Chikkarin Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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