India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.7392	2.91***
α ARCH Response to squared shocks	0.0539	2.59***
β GARCH Volatility persistence	0.9083	32.60***
ν DF Student-t tail thickness	4.0502	0.99

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Concord Biotech Limited GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Concord Biotech Limited Analyses