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	1.9370	5.19***
α ARCH Response to squared shocks	0.1732	7.71***
β GARCH Volatility persistence	0.5710	8.60***

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Canara Robeco Asset Management Co Ltd/India GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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