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	0.3397	2.14**
α ARCH Response to squared shocks	0.2138	8.16***
β GARCH Volatility persistence	0.6336	13.44***

γ₁	-0.9930	-1.68*
γ₂	1.2668	1.61
γ₃	-0.1585	-0.54
γ₄	-0.2332	-1.21
γ₅	0.0206	0.11
γ₆	0.2229	1.36
γ₇	-0.1715	-1.42

V-Lab

Utl Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Utl Industries Ltd Analyses