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	12.2646	8.49***
α ARCH Response to squared shocks	0.1446	21.14***
β GARCH Volatility persistence	0.9204	89.23***
ν DF Student-t tail thickness	3.8438	11.15***

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Tips Music Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tips Music Ltd Analyses