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	1.2330	13.38***
α ARCH Response to squared shocks	0.1603	12.98***
β GARCH Volatility persistence	0.7310	50.63***
γ leverage Additional response to negative shocks	-0.0315	-1.39

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Bella Casa Fashion & Retail GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bella Casa Fashion & Retail Analyses