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	0.1080	5.82***
α ARCH Response to squared shocks	0.1244	17.98***
β GARCH Volatility persistence	0.9706	240.44***
γ leverage Additional response to negative shocks	0.0959	13.68***

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India NSE Volatility Index EGARCH Volatility Analysis

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