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	0.0000
α ARCH Response to squared shocks	0.3410	38.89***
β GARCH Volatility persistence	0.9990	1,707.69***
ν DF Student-t tail thickness	6.8920	19.06***

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Ashika Global Securities Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ashika Global Securities Ltd Analyses