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	6.9354	4.83***
α ARCH Response to squared shocks	0.0778	43.31***
β GARCH Volatility persistence	0.9907	517.63***
ν DF Student-t tail thickness	5.2767	11.65***

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Reliance Industries Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Reliance Industries Ltd Analyses