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	3.9630	6.30***
α ARCH Response to squared shocks	0.2675	9.93***
β GARCH Volatility persistence	0.3689	5.89***
γ leverage Additional response to negative shocks	-0.0111	-0.05

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