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	0.0142	17.04***
α ARCH Response to squared shocks	0.0651	19.08***
β GARCH Volatility persistence	0.9106	438.85***
γ leverage Additional response to negative shocks	0.0483	7.78***

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