India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.5693	15.13***
α ARCH Response to squared shocks	0.1335	4.89***
β GARCH Volatility persistence	0.0069	3.95***
γ leverage Additional response to negative shocks	0.1496	0.40

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Pngs Reva Diamond Jewellery Ltd AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pngs Reva Diamond Jewellery Ltd Analyses