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	0.1821	10.05***
α ARCH Response to squared shocks	0.0825	23.31***
β GARCH Volatility persistence	0.9017	232.40***
γ leverage Additional response to negative shocks	0.0561	2.82***
δ power Transformation power	1.4632	22.26***

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Kei Industries Ltd APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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