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	1.4022	6.66***
α ARCH Response to squared shocks	0.0849	3.12***
β GARCH Volatility persistence	0.5803	4.65***

γ₁	0.3353	0.69
γ₂	0.0910	0.10
γ₃	-0.6256	-0.68
γ₄	0.0009	0.00
γ₅	0.4625	0.96
γ₆	-0.9503	-2.13**
γ₇	1.8019	4.67***
γ₈	-2.2638	-4.94***
γ₉	3.0841	4.64***

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Gujarat Energy Ltd Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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