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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0505	24.27***
α ARCH Response to squared shocks	0.0366	12.54***
β GARCH Volatility persistence	0.8756	387.79***
γ leverage Additional response to negative shocks	0.1214	15.74***

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TOPIX 100 Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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