India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2710	9.56***
α ARCH Response to squared shocks	0.2444	337.12***
β GARCH Volatility persistence	0.9990	9,605.77***
ν DF Student-t tail thickness	2.0000

V-Lab

Utl Industries Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Utl Industries Ltd Analyses