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	7.6814	4.14***
α ARCH Response to squared shocks	0.1838	2.19**
β GARCH Volatility persistence	0.6829	10.82***
ν DF Student-t tail thickness	4.7094	1.13

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Canara Robeco Asset Management Co Ltd/India GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Canara Robeco Asset Management Co Ltd/India Analyses