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	0.7734	5.21***
α ARCH Response to squared shocks	0.0854	1.46
β GARCH Volatility persistence	0.3816	1.16

γ₁	-2.4049	-0.90
γ₂	5.5991	1.32
γ₃	-7.8420	-2.36**
γ₄	8.5329	3.22***
γ₅	-5.3191	-3.78***

V-Lab

Concord Biotech Limited Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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