Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.0211	8.90
$α$	0.1802	39.65
$β$	0.9631	580.86
$γ$	-0.0951	-18.60

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TOPIX Large 70 Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other TOPIX Large 70 Index Analyses