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	737.0443	3.81***
α ARCH Response to squared shocks	0.1492	188.66***
β GARCH Volatility persistence	0.9931	556.06***
ν DF Student-t tail thickness	2.0313	3,734.05***

V-Lab

I-Hwa Industrial Co Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other I-Hwa Industrial Co Ltd Analyses