India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8210	7.37***
α ARCH Response to squared shocks	0.0963	6.05***
β GARCH Volatility persistence	0.8335	32.39***

γ₁	0.0079	0.38
γ₂	0.0084	0.27
γ₃	-0.0506	-2.65***
γ₄	0.0496	3.78***

V-Lab

Royal Orchid Hotels Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Royal Orchid Hotels Ltd Analyses