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	0.8421	4.58***
α ARCH Response to squared shocks	0.1362	1.78*
β GARCH Volatility persistence	0.6986	3.67***

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True Colors Ltd Zero Slope Spline-GARCH Volatility Analysis

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