Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.2336	17.79
$β$	0.6426	47.82
$γ$	0.0037	0.19
$λ_{1}$	0.0163	3.27
$λ_{2}$	0.0108	7.43
$λ_{3}$	0.9880	537.86

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Onex Corp (Japan) MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Onex Corp (Japan) Analyses