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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1816	5.81***
α ARCH Response to squared shocks	0.3206	3.34***
β GARCH Volatility persistence	0.0000	0.00

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Nissha Co Ltd Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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