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	3.5577	6.65***
α ARCH Response to squared shocks	0.1332	6.54***
β GARCH Volatility persistence	0.7820	28.10***

γ₁	0.1152	7.08***
γ₂	-0.1583	-6.54***
γ₃	0.0819	4.35***
γ₄	-0.0759	-3.76***
γ₅	0.0714	3.54***
γ₆	-0.0603	-3.06***
γ₇	0.0397	1.34

V-Lab

Reliance Industries Ltd Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Reliance Industries Ltd Analyses