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	0.5856	5.75***
α ARCH Response to squared shocks	0.2095	12.96***
β GARCH Volatility persistence	0.5814	28.05***
γ leverage Additional response to negative shocks	1.9568	14.11***

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Canara Robeco Asset Management Co Ltd/India AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Canara Robeco Asset Management Co Ltd/India Analyses