India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	5.11***
α ARCH Response to squared shocks	0.0859	17.26***
β GARCH Volatility persistence	0.8564	115.36***
γ leverage Additional response to negative shocks	-0.0189	-1.30
δ power Transformation power	2.7537	22.73***

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Bella Casa Fashion & Retail Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bella Casa Fashion & Retail Analyses