Nikkei Stock Average Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1494	15.28***
α ARCH Response to squared shocks	0.1728	39.11***
β GARCH Volatility persistence	0.8167	190.63***
γ leverage Additional response to negative shocks	0.0278	3.84***
δ power Transformation power	1.6059	27.83***

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Megachips Corp Asy. Power MEM Volatility Analysis

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