Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.2315	30.25
$β$	0.6567	51.85
$γ$	-0.1803	-12.97
$λ_{1}$	0.2350	2.02
$λ_{2}$	0.0127	2.95
$λ_{3}$	0.9806	139.10

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Nikkei Stock Average Volatility Index MF2-GARCH Volatility Analysis

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