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	0.0783	9.00***
α ARCH Response to squared shocks	0.1186	21.84***
β GARCH Volatility persistence	0.8609	140.36***
γ leverage Additional response to negative shocks	0.0006	0.03
δ power Transformation power	1.1279	9.93***

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Gujarat Energy Ltd Asy. Power MEM Volatility Analysis

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