India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2717	7.63***
α ARCH Response to squared shocks	0.2528	0.92
β GARCH Volatility persistence	0.0000	0.00

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Victory Electric Vehicles International Ltd Zero Slope Spline-GARCH Volatility Analysis

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