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	1.1529	26.24***
α ARCH Response to squared shocks	0.1230	31.02***
β GARCH Volatility persistence	0.7783	129.70***
γ leverage Additional response to negative shocks	-0.1974	-1.73*

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