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	1.5587	24.90***
α ARCH Response to squared shocks	0.1764	26.34***
β GARCH Volatility persistence	0.6810	69.80***
γ leverage Additional response to negative shocks	-0.2911	-3.13***

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Diana Tea Co Ltd AGARCH Volatility Analysis

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