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	0.0797	9.08***
α ARCH Response to squared shocks	0.1187	21.79***
β GARCH Volatility persistence	0.8603	140.12***
γ leverage Additional response to negative shocks	-0.0036	-0.22
δ power Transformation power	1.1398	10.08***

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Gujarat Energy Ltd Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Gujarat Energy Ltd Analyses