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	1.2464	13.38***
α ARCH Response to squared shocks	0.1609	13.01***
β GARCH Volatility persistence	0.7290	50.15***
γ leverage Additional response to negative shocks	-0.0284	-1.24

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Bella Casa Fashion & Retail GJR-GARCH Volatility Analysis

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