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	0.0987	16.96***
α ARCH Response to squared shocks	0.0909	13.99***
β GARCH Volatility persistence	0.8816	244.41***
γ leverage Additional response to negative shocks	0.0338	3.49***

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Reliance Industries Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Reliance Industries Ltd Analyses