India NSE Volatility Index

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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.5469	15.08***
α ARCH Response to squared shocks	0.1460	24.37***
β GARCH Volatility persistence	0.9149	137.03***
ν DF Student-t tail thickness	4.8998	11.04***

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Mep Infrastructure Dev Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Mep Infrastructure Dev Ltd Analyses