India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6767	20.75***
α ARCH Response to squared shocks	0.1072	29.02***
β GARCH Volatility persistence	0.8270	145.75***
γ leverage Additional response to negative shocks	-0.0106	-0.10

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Kei Industries Ltd AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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