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	1.0576	6.94***
α ARCH Response to squared shocks	0.1238	2.40**
β GARCH Volatility persistence	0.6231	4.55***

γ₁	-0.2716	-1.89*
γ₂	0.4158	2.29**

V-Lab

Trident Lifeline Limited Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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