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	0.0654	17.82***
α ARCH Response to squared shocks	0.0854	39.69***
β GARCH Volatility persistence	0.9071	429.71***

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Nissan Motor Co Ltd GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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