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	0.8611	7.10***
α ARCH Response to squared shocks	0.2062	17.90***
β GARCH Volatility persistence	0.6875	46.62***
γ leverage Additional response to negative shocks	0.0300	1.52

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Utl Industries Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Utl Industries Ltd Analyses