India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0800	1.11
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9720	56.82***
γ leverage Additional response to negative shocks	-0.9682	0.00
δ power Transformation power	1.7165	6.69***

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Pngs Reva Diamond Jewellery Ltd APARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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