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	1.1314	13.11***
α ARCH Response to squared shocks	0.1232	12.03***
β GARCH Volatility persistence	0.6039	33.65***
γ leverage Additional response to negative shocks	-0.1278	-1.42

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