Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.1035	25.86
$α$	0.3287	37.45
$β$	0.9310	333.71
$γ$	-0.0799	-11.22

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Tokyo Stock Exchange MOTHERS Index EGARCH Volatility Analysis

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Volatility Forecast

Parameter Estimates

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