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	0.1014	13.59***
α ARCH Response to squared shocks	0.1516	42.78***
β GARCH Volatility persistence	0.8167	176.97***
γ leverage Additional response to negative shocks	-0.0513	-4.67***
δ power Transformation power	0.6991	11.76***

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Royal Orchid Hotels Ltd Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Royal Orchid Hotels Ltd Analyses