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	0.0976	12.99***
α ARCH Response to squared shocks	0.1523	18.48***
β GARCH Volatility persistence	0.8548	238.31***
γ leverage Additional response to negative shocks	-0.0143	-1.11

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