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	2.7748	3.66***
α ARCH Response to squared shocks	0.2365	3.47***
β GARCH Volatility persistence	0.5193	5.87***
γ leverage Additional response to negative shocks	-0.0333	-0.24

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