Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.1149	45.15
$α$	0.1499	29.65
$β$	0.6670	149.41
$γ$	0.1977	19.66

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TOPIX Small Index Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other TOPIX Small Index Analyses