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	0.1336	10.45***
α ARCH Response to squared shocks	0.1253	26.97***
β GARCH Volatility persistence	0.8725	236.77***

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NCD Co Ltd/Shinagawa MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NCD Co Ltd/Shinagawa Analyses