India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.7740	12.73
$α$	0.0942	24.46
$β$	0.8283	178.25
$γ$	-2.8450	-9.54

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India NSE Volatility Index AGARCH Volatility Analysis

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News Impact Curve

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