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	0.8451	4.40***
α ARCH Response to squared shocks	0.1969	1.67*
β GARCH Volatility persistence	0.4729	1.25

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