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	3.0394	17.42***
α ARCH Response to squared shocks	0.2255	23.55***
β GARCH Volatility persistence	0.5201	34.38***

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Tips Music Ltd GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tips Music Ltd Analyses