Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6561	11.72
$α$	0.0831	38.59
$β$	0.9786	515.84
$ν$	6.3523	8.14

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Tokyo Stock Exchange Tokyo Stock Price Index TOPIX GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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