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	1.0000	4.33***
α ARCH Response to squared shocks	0.1417	26.13***
β GARCH Volatility persistence	0.7565	46.49***
γ leverage Additional response to negative shocks	-0.0574	-4.09***
δ power Transformation power	1.9420	16.96***

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