India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3455	9.30***
α ARCH Response to squared shocks	0.1828	16.90***
β GARCH Volatility persistence	0.7066	50.28***
γ leverage Additional response to negative shocks	-0.0408	-2.23**

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Madala Holdings Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Madala Holdings Ltd Analyses