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	0.9683	7.98***
α ARCH Response to squared shocks	0.1436	4.78***
β GARCH Volatility persistence	0.7303	11.66***

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Bella Casa Fashion & Retail Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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