India NSE Volatility Index

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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.4668	6.37***
α ARCH Response to squared shocks	0.1113	11.60***
β GARCH Volatility persistence	0.9211	72.88***
ν DF Student-t tail thickness	4.0783	5.15***

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Gujarat Energy Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Gujarat Energy Ltd Analyses