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	0.7517	3.28***
α ARCH Response to squared shocks	0.3467	7.17***
β GARCH Volatility persistence	0.6755	6.65***
γ leverage Additional response to negative shocks	0.0600	1.17

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