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	0.4907	22.51***
α ARCH Response to squared shocks	0.1329	27.68***
β GARCH Volatility persistence	0.8271	174.57***
γ leverage Additional response to negative shocks	-0.0006	-0.07

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