Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.2596	33.06
$α$	0.3169	32.31
$β$	0.5599	89.87
$γ$	0.1934	11.21

V-Lab

Tokyo Stock Exchange MOTHERS Index Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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