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	1.0000	3.26***
α ARCH Response to squared shocks	0.1814	7.30***
β GARCH Volatility persistence	0.5852	6.66***
γ leverage Additional response to negative shocks	-0.1379	-1.15
δ power Transformation power	1.1193	4.35***

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