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	0.2335	4.93***
α ARCH Response to squared shocks	0.1102	7.40***
β GARCH Volatility persistence	0.7838	30.39***
γ leverage Additional response to negative shocks	0.0925	1.67*
δ power Transformation power	0.5000	2.98***

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