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	0.0854	13.69***
α ARCH Response to squared shocks	0.0787	17.41***
β GARCH Volatility persistence	0.9023	232.08***
γ leverage Additional response to negative shocks	0.0030	0.37

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Gujarat Energy Ltd Asy. MEM Volatility Analysis

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