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	16.2603	4.14***
α ARCH Response to squared shocks	0.0910	6.33***
β GARCH Volatility persistence	0.8984	32.58***
ν DF Student-t tail thickness	3.3391	3.40***

V-Lab

Trident Lifeline Limited GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Trident Lifeline Limited Analyses