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	0.8092	9.33***
α ARCH Response to squared shocks	0.0953	5.97***
β GARCH Volatility persistence	0.8331	32.32***

γ₁	0.0097	2.74***
γ₂	-0.0292	-4.08***

V-Lab

Royal Orchid Hotels Ltd Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Royal Orchid Hotels Ltd Analyses