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	0.0381	24.56***
α ARCH Response to squared shocks	0.1708	30.65***
β GARCH Volatility persistence	0.7764	245.60***
γ leverage Additional response to negative shocks	0.0738	8.87***

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