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	10.4443	7.47***
α ARCH Response to squared shocks	0.1056	16.59***
β GARCH Volatility persistence	0.9226	83.05***
ν DF Student-t tail thickness	3.6145	8.19***

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Kei Industries Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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