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	10.1336	4.04***
α ARCH Response to squared shocks	0.0783	18.55***
β GARCH Volatility persistence	0.9713	136.54***
ν DF Student-t tail thickness	3.5997	8.64***

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Royal Orchid Hotels Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Royal Orchid Hotels Ltd Analyses