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	6.6981	3.05***
α ARCH Response to squared shocks	0.0617	2.78***
β GARCH Volatility persistence	0.9045	35.79***
ν DF Student-t tail thickness	4.1833	1.05

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Concord Biotech Limited GAS-GARCH Student T Volatility Analysis

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