Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.0587	28.15
$α$	0.0328	11.53
$β$	0.8566	356.91
$γ$	0.1473	19.70

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Tokyo Stock Exchange Tokyo Stock Price Index TOPIX GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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