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	1.0609	9.92***
α ARCH Response to squared shocks	0.1430	8.14***
β GARCH Volatility persistence	0.6635	14.58***

γ₁	0.1228	2.29**
γ₂	-0.2247	-2.97***
γ₃	0.2168	4.79***
γ₄	-0.2494	-6.11***
γ₅	0.2956	7.37***
γ₆	-0.2492	-7.62***

V-Lab

Keerthi Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Keerthi Industries Ltd Analyses