Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.6991	11.04
$α$	0.0744	40.48
$β$	0.9823	559.69
$ν$	6.6418	7.38

V-Lab

TOPIX Large 70 Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other TOPIX Large 70 Index Analyses