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	0.8418	4.23***
α ARCH Response to squared shocks	0.1313	2.62***
β GARCH Volatility persistence	0.6364	9.38***

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Canara Robeco Asset Management Co Ltd/India MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Canara Robeco Asset Management Co Ltd/India Analyses