Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	14.1155	3.28
$α$	0.1689	31.37
$β$	0.9596	77.43
$ν$	2.4965	44.22

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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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