Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.3649	14.18
$α$	0.1448	21.90
$β$	0.8302	133.37
$γ$	0.0500	3.68

V-Lab

Onex Corp (Japan) GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Onex Corp (Japan) Analyses