Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.1790	23.52
$α$	0.1267	16.75
$β$	0.7886	163.70
$γ$	0.1172	8.89

V-Lab

Tokyo Stock Exchange MOTHERS Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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