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	16.2613	7.77***
α ARCH Response to squared shocks	0.0777	83.44***
β GARCH Volatility persistence	0.9987	6,360.92***
ν DF Student-t tail thickness	3.2229	84.41***

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Zeng Hsing Industrial Co Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Zeng Hsing Industrial Co Ltd Analyses