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	13.3140	5.66***
α ARCH Response to squared shocks	0.0994	20.04***
β GARCH Volatility persistence	0.9469	102.54***
ν DF Student-t tail thickness	3.3003	11.14***

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