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	0.1361	7.53***
α ARCH Response to squared shocks	0.1459	30.76***
β GARCH Volatility persistence	0.8432	208.78***

V-Lab

Yw Co Ltd MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Yw Co Ltd Analyses