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	2.1467	4.87***
α ARCH Response to squared shocks	0.1661	8.31***
β GARCH Volatility persistence	0.7100	18.39***

γ₁	0.0955	0.32
γ₂	-0.0433	-0.10
γ₃	0.3653	1.31
γ₄	-0.9385	-3.03***
γ₅	0.8990	2.18**
γ₆	-0.7484	-1.30
γ₇	0.7114	1.30
γ₈	-0.5549	-1.65*
γ₉	0.3048	1.51
γ₁₀	-0.1142	-0.90

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Madala Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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