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	0.1500	6.60***
α ARCH Response to squared shocks	0.0829	8.20***
β GARCH Volatility persistence	0.8691	106.57***
γ leverage Additional response to negative shocks	0.0659	3.06***

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Ecofinity Atomix Limited GJR-GARCH Volatility Analysis

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