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	1.0000	1.17
α ARCH Response to squared shocks	0.0148	0.00
β GARCH Volatility persistence	0.9292	68.68***
γ leverage Additional response to negative shocks	-1.0000	0.00
δ power Transformation power	2.1488	6.04***

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Victory Electric Vehicles International Ltd Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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