Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.2347	30.63
$β$	0.6500	51.23
$γ$	-0.1823	-13.10
$λ_{1}$	0.2424	1.99
$λ_{2}$	0.0127	2.86
$λ_{3}$	0.9805	134.62

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Nikkei Stock Average Volatility Index MF2-GARCH Volatility Analysis

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