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	2.7496	3.51***
α ARCH Response to squared shocks	0.2108	7.85***
β GARCH Volatility persistence	0.5293	5.83***

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