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	1.9079	5.64***
α ARCH Response to squared shocks	0.1229	5.81***
β GARCH Volatility persistence	0.7348	14.55***

γ₁	0.0710	3.23***
γ₂	-0.1018	-3.18***
γ₃	0.0457	2.27**
γ₄	-0.0155	-1.17

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Kei Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

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