India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0506	11.19***
α ARCH Response to squared shocks	0.1744	6.11***
β GARCH Volatility persistence	0.6916	16.00***

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Diana Tea Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Diana Tea Co Ltd Analyses