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	5.11***
α ARCH Response to squared shocks	0.0862	17.27***
β GARCH Volatility persistence	0.8565	114.98***
γ leverage Additional response to negative shocks	-0.0209	-1.43
δ power Transformation power	2.7416	22.61***

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Bella Casa Fashion & Retail Asy. Power MEM Volatility Analysis

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