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	11.8549	6.34***
α ARCH Response to squared shocks	0.0867	79.07***
β GARCH Volatility persistence	0.9988	5,019.30***
ν DF Student-t tail thickness	7.5983	12.99***

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National Stock Exchange CNX Nifty Index GAS-GARCH Student T Volatility Analysis

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