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	0.5502	15.18***
α ARCH Response to squared shocks	0.0966	10.44***
β GARCH Volatility persistence	0.8428	129.66***
γ leverage Additional response to negative shocks	0.0191	1.01

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Keerthi Industries Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Keerthi Industries Ltd Analyses