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	0.3365	11.79***
α ARCH Response to squared shocks	0.1465	28.77***
β GARCH Volatility persistence	0.8175	145.28***
γ leverage Additional response to negative shocks	-0.0184	-1.58
δ power Transformation power	1.5791	21.25***

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