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	0.1951	3.54***
α ARCH Response to squared shocks	0.1310	9.83***
β GARCH Volatility persistence	0.8359	54.12***
γ leverage Additional response to negative shocks	0.0567	1.81*
δ power Transformation power	2.3830	5.80***

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