India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3211	22.08***
α ARCH Response to squared shocks	0.0920	31.09***
β GARCH Volatility persistence	0.8748	241.67***
γ leverage Additional response to negative shocks	-0.1872	-2.66***

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Royal Orchid Hotels Ltd AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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