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	0.6458	3.22***
α ARCH Response to squared shocks	0.1024	7.82***
β GARCH Volatility persistence	0.7135	24.89***
γ leverage Additional response to negative shocks	0.1240	5.18***
δ power Transformation power	1.6679	6.53***

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