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	0.8306	0.98
α ARCH Response to squared shocks	0.0586	1.22
β GARCH Volatility persistence	0.9351	73.21***
γ leverage Additional response to negative shocks	-0.0586	-1.05

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Victory Electric Vehicles International Ltd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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