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	1.2973	19.07***
α ARCH Response to squared shocks	0.1491	24.13***
β GARCH Volatility persistence	0.7169	66.98***
γ leverage Additional response to negative shocks	-0.4188	-2.78***

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Bella Casa Fashion & Retail AGARCH Volatility Analysis

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