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	0.9240	8.16***
α ARCH Response to squared shocks	0.0771	5.89***
β GARCH Volatility persistence	0.6733	28.41***
γ leverage Additional response to negative shocks	0.0572	2.29**

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Gujarat Energy Ltd GJR-GARCH Volatility Analysis

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