India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.6230	6,229,640.00
$α$	0.9284	9,283,660.00
$β$	0.0716	716,340.00
$γ_{1}$	1,372.4320	13,724,320,000.00
$γ_{2}$	-40.2362	-402,362,000.00
$γ_{3}$	-1,379.2040	-13,792,040,000.00
$γ_{4}$	-2,251.4140	-22,514,140,000.00
$γ_{5}$	-2,092.2150	-20,922,150,000.00
$γ_{6}$	-1,093.2350	-10,932,350,000.00
$γ_{7}$	-476.9724	-4,769,724,000.00
$γ_{8}$	-150.9861	-1,509,861,000.00
$γ_{9}$	-22.7739	-227,738,500.00

V-Lab

Sobha Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sobha Ltd Analyses