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	0.3042	22.20***
α ARCH Response to squared shocks	0.1363	27.32***
β GARCH Volatility persistence	0.8412	219.76***
γ leverage Additional response to negative shocks	-0.0187	-2.36**

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Royal Orchid Hotels Ltd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Royal Orchid Hotels Ltd Analyses