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	1.2198	5.47***
α ARCH Response to squared shocks	0.1738	7.57***
β GARCH Volatility persistence	0.7568	18.86***

γ₁	-0.1660	-1.31
γ₂	0.3888	1.97**
γ₃	-0.2776	-1.65*
γ₄	-0.4127	-2.23**
γ₅	1.2532	6.24***
γ₆	-1.2264	-5.06***
γ₇	0.5118	2.21**
γ₈	-0.0724	-0.49

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Kcl Infra Project Ltd Zero Slope Spline-GARCH Volatility Analysis

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