India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	10.8014	38.08***
α ARCH Response to squared shocks	0.1091	12.33***
β GARCH Volatility persistence	0.9436	277.21***
ν DF Student-t tail thickness	200.0000	0.22

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Keerthi Industries Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Keerthi Industries Ltd Analyses