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	0.0363	8.78***
α ARCH Response to squared shocks	0.0650	5.78***
β GARCH Volatility persistence	0.9782	399.91***
γ leverage Additional response to negative shocks	-0.0023	-0.39

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Gujarat Energy Ltd EGARCH Volatility Analysis

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