India NSE Volatility Index

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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0992	22.09***
α ARCH Response to squared shocks	0.1954	32.29***
β GARCH Volatility persistence	0.9602	475.58***
γ leverage Additional response to negative shocks	0.0210	3.73***

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Royal Orchid Hotels Ltd EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Royal Orchid Hotels Ltd Analyses