India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.8328	3.53
$α$	0.1053	1.98
$β$	0.7864	8.95
$γ_{1}$	3.1266	2.90
$γ_{2}$	-4.4451	-2.68
$γ_{3}$	1.7923	1.72
$γ_{4}$	-1.0550	-0.71
$γ_{5}$	1.4485	0.87
$γ_{6}$	0.1190	0.14
$γ_{7}$	-2.8387	-4.01
$γ_{8}$	2.3433	2.42
$γ_{9}$	-0.4265	-0.73

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SPS Finquest Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SPS Finquest Ltd Analyses