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	0.0000
α ARCH Response to squared shocks	0.2986	662.15***
β GARCH Volatility persistence	0.9011	1,263.86***
ν DF Student-t tail thickness	2.0000

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Natura Hue Chem Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Natura Hue Chem Ltd Analyses