India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9340	4.85
$α$	0.1220	6.64
$β$	0.7604	19.54
$γ_{1}$	-0.3215	-2.18
$γ_{2}$	0.6500	3.14
$γ_{3}$	-0.6212	-4.84
$γ_{4}$	0.4687	4.32
$γ_{5}$	-0.2011	-2.01
$γ_{6}$	-0.0438	-0.40
$γ_{7}$	0.1743	1.44
$γ_{8}$	-0.1654	-1.76

V-Lab

Allahabad Bank Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Allahabad Bank Analyses