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	0.3076	5.36***
α ARCH Response to squared shocks	0.2554	8.68***
β GARCH Volatility persistence	0.8758	37.16***
γ leverage Additional response to negative shocks	-0.0033	-0.15

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