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	0.9564	4.97***
α ARCH Response to squared shocks	0.1082	5.82***
β GARCH Volatility persistence	0.7338	16.21***

γ₁	0.1379	1.36
γ₂	-0.3604	-2.51**
γ₃	0.5015	6.15***
γ₄	-0.4839	-6.76***
γ₅	0.2886	3.96***
γ₆	-0.0970	-1.32
γ₇	-0.0097	-0.15
γ₈	0.0408	0.81

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