India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6478	7.47***
α ARCH Response to squared shocks	0.1382	19.62***
β GARCH Volatility persistence	0.7929	93.51***
γ leverage Additional response to negative shocks	0.0279	2.24**

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