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	1.6109	8.46***
α ARCH Response to squared shocks	0.3645	8.06***
β GARCH Volatility persistence	0.2182	2.28**
γ leverage Additional response to negative shocks	-0.0608	-1.15

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Pngs Reva Diamond Jewellery Ltd EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pngs Reva Diamond Jewellery Ltd Analyses