Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	13.9580	3.32
$α$	0.1706	30.86
$β$	0.9580	75.36
$ν$	2.4931	43.97

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Makoto Construction Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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