India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.4956	4.83
$α$	0.2099	6.82
$β$	0.5243	9.39
$γ_{1}$	-0.4730	-2.38
$γ_{2}$	0.6246	2.25
$γ_{3}$	-0.3017	-2.18
$γ_{4}$	0.3311	2.82
$γ_{5}$	-0.2853	-2.38
$γ_{6}$	0.0402	0.34
$γ_{7}$	0.1686	1.45
$γ_{8}$	-0.2250	-1.87
$γ_{9}$	0.2747	1.96
$γ_{10}$	-0.0361	-0.16

V-Lab

Dena Bank Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dena Bank Analyses