India NSE Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5216	22.94***
α ARCH Response to squared shocks	0.1923	14.12***
β GARCH Volatility persistence	0.6876	65.95***
γ leverage Additional response to negative shocks	-0.0385	-1.73*

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Diana Tea Co Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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