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	2.2097	4.99***
α ARCH Response to squared shocks	0.1667	8.29***
β GARCH Volatility persistence	0.7068	18.19***

γ₁	0.1458	0.49
γ₂	-0.1280	-0.30
γ₃	0.4249	1.54
γ₄	-0.9801	-3.21***
γ₅	0.9268	2.28**
γ₆	-0.7692	-1.35
γ₇	0.7370	1.36
γ₈	-0.6039	-1.80*
γ₉	0.4049	1.88*
γ₁₀	-0.3530	-1.44

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Madala Holdings Ltd Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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