KOSPI 200 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	0.1477	13.48***
α ARCH Response to squared shocks	0.1762	56.29***
β GARCH Volatility persistence	0.7925	209.72***
γ leverage Additional response to negative shocks	0.0135	2.31**
δ power Transformation power	1.3708	21.93***

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LG Display Co Ltd Asy. Power MEM Volatility Analysis

Date Range:

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