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	10.1294	4.01***
α ARCH Response to squared shocks	0.0778	18.48***
β GARCH Volatility persistence	0.9715	136.12***
ν DF Student-t tail thickness	3.5917	8.62***

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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