India NSE Volatility Index

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	param	t-stat
$ω$	0.0257	26.41
$α$	0.1721	36.15
$β$	0.7930	288.16
$γ$	0.0591	8.38

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S&P BSE SENSEX Index Asy. MEM Volatility Analysis

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News Impact Curve

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Parameter Estimates

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