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	0.4331	22.73***
α ARCH Response to squared shocks	0.1083	37.30***
β GARCH Volatility persistence	0.8534	223.36***
γ leverage Additional response to negative shocks	-0.3490	-3.20***

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