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	4.5053	6.15***
α ARCH Response to squared shocks	0.1108	11.76***
β GARCH Volatility persistence	0.9244	73.32***
ν DF Student-t tail thickness	4.0550	5.25***

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Gujarat Energy Ltd GAS-GARCH Student T Volatility Analysis

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