Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.2302	30.05
$β$	0.6602	52.15
$γ$	-0.1792	-12.95
$λ_{1}$	0.2343	2.04
$λ_{2}$	0.0123	2.95
$λ_{3}$	0.9810	142.02

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Nikkei Stock Average Volatility Index MF2-GARCH Volatility Analysis

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