India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7207	9.23***
α ARCH Response to squared shocks	0.2160	12.29***
β GARCH Volatility persistence	0.6295	42.59***

V-Lab

Adani Green Energy MEM Volatility Analysis

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