India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4882	7.42
$α$	0.1533	8.05
$β$	0.7424	22.47
$γ_{1}$	-0.0280	-0.56
$γ_{2}$	0.0988	1.30
$γ_{3}$	-0.1549	-3.24
$γ_{4}$	0.1252	3.38
$γ_{5}$	-0.0002	-0.00
$γ_{6}$	-0.0767	-2.22

V-Lab

Corp Bank Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Corp Bank Analyses