Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6484	11.70
$α$	0.0832	38.51
$β$	0.9784	511.17
$ν$	6.3247	8.15

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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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