CBOE Volatility Index

ICE United States Dollar Index 4PM London Close

Russell 2000 Index

S&P 500 Index

S&P GSCI Gold Spot Index

iShares 7-10 Year Treasury Bond ETF

iShares Global Energy ETF

iShares MSCI EAFE ETF

iShares MSCI Emerging Markets ETF

iShares Select U.S. REIT ETF

iShares iBoxx USD Investment Grade Corporate Bond ETF

How volatility evolves over time

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's volatility

How returns affect tomorrow's illiquidity

Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Asset Classes EWMA Covariance Correlation Analysis