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	2.1204	5.86***
α ARCH Response to squared shocks	0.1526	4.40***
β GARCH Volatility persistence	0.5774	9.27***

γ₁	0.0546	0.78
γ₂	0.0500	0.44
γ₃	-0.2165	-1.94*
γ₄	0.2292	2.32**
γ₅	-0.2083	-3.12***
γ₆	0.1267	2.77***

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India NSE Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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