Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.2296	30.11
$β$	0.6586	51.90
$γ$	-0.1789	-12.89
$λ_{1}$	0.2276	2.02
$λ_{2}$	0.0126	2.97
$λ_{3}$	0.9810	142.40

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Nikkei Stock Average Volatility Index MF2-GARCH Volatility Analysis

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