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	192.7093	23.76***
α ARCH Response to squared shocks	0.0785	159.95***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	2.0000

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Bella Casa Fashion & Retail GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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