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	0.7003	17.47***
α ARCH Response to squared shocks	0.0912	23.48***
β GARCH Volatility persistence	0.8489	132.81***

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