KOSPI 200 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	15.1945	3.33***
α ARCH Response to squared shocks	0.0379	12.37***
β GARCH Volatility persistence	0.9840	196.68***
ν DF Student-t tail thickness	4.1104	4.11***

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LigaChem Biosciences Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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