India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	9.3338	3.31
$α$	0.5031	44.63
$β$	0.4919	72.03
$γ_{1}$	1.3820	0.42
$γ_{2}$	-1.2097	-0.29
$γ_{3}$	-1.8420	-0.89
$γ_{4}$	3.1332	1.79
$γ_{5}$	-1.4386	-0.94
$γ_{6}$	-2.7049	-1.66
$γ_{7}$	9.0974	3.91
$γ_{8}$	-29.0525	-10.14
$γ_{9}$	40.9211	21.05

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Icici Securities Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Icici Securities Analyses