India NSE Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.7990	2.88***
α ARCH Response to squared shocks	0.0581	2.53**
β GARCH Volatility persistence	0.9035	32.69***
ν DF Student-t tail thickness	4.0911	0.98

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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