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	10.1022	4.02***
α ARCH Response to squared shocks	0.0776	18.51***
β GARCH Volatility persistence	0.9715	136.45***
ν DF Student-t tail thickness	3.5955	8.60***

V-Lab

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