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	0.1642	4.63***
α ARCH Response to squared shocks	0.1291	7.23***
β GARCH Volatility persistence	0.8300	53.43***
γ leverage Additional response to negative shocks	0.0235	0.69

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