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	0.0144	15.72***
α ARCH Response to squared shocks	0.1648	22.95***
β GARCH Volatility persistence	0.9928	1,313.18***
γ leverage Additional response to negative shocks	-0.0291	-6.84***

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