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	0.4110	10.47***
α ARCH Response to squared shocks	0.1035	20.96***
β GARCH Volatility persistence	0.8554	133.68***
γ leverage Additional response to negative shocks	0.0247	1.09
δ power Transformation power	1.5722	20.81***

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