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	2.1570	4.86***
α ARCH Response to squared shocks	0.1658	8.41***
β GARCH Volatility persistence	0.7135	18.94***

γ₁	0.0774	0.26
γ₂	-0.0005	0.00
γ₃	0.3134	1.17
γ₄	-0.8939	-3.01***
γ₅	0.8716	2.20**
γ₆	-0.7301	-1.29
γ₇	0.6956	1.25
γ₈	-0.5361	-1.53
γ₉	0.2759	1.31
γ₁₀	-0.0860	-0.66

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Madala Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Madala Holdings Ltd Analyses