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	0.0257	26.52***
α ARCH Response to squared shocks	0.1703	36.03***
β GARCH Volatility persistence	0.7943	290.32***
γ leverage Additional response to negative shocks	0.0594	8.47***

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