India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	12.3433	16.66***
α ARCH Response to squared shocks	0.1388	3.37***
β GARCH Volatility persistence	0.8410	24.63***
ν DF Student-t tail thickness	200.0000	0.04

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