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	1.4163	5.29***
α ARCH Response to squared shocks	0.1226	4.01***
β GARCH Volatility persistence	0.7625	22.02***
γ leverage Additional response to negative shocks	0.0146	0.30

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