Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.0362	12.17
$α$	0.1082	29.54
$β$	0.9838	950.56
$γ$	-0.0290	-8.79

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Tokyo Electron Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:45.31% (-0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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