India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	12.1817	2.46
$α$	0.6946	81.67
$β$	0.3024	44.12
$γ_{1}$	-0.7481	-0.21
$γ_{2}$	2.5779	0.56
$γ_{3}$	-4.6931	-2.04
$γ_{4}$	4.6113	2.12
$γ_{5}$	-1.8480	-0.84
$γ_{6}$	-0.8683	-0.44
$γ_{7}$	1.7574	1.02
$γ_{8}$	-0.6985	-0.35
$γ_{9}$	1.6254	0.35
$γ_{10}$	-125.1866	-13.10

V-Lab

Icici Securities Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Icici Securities Analyses