CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

HSI Volatility Index

CBOE EFA ETF 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	0.8348	2.24**
α ARCH Response to squared shocks	0.3214	5.94***
β GARCH Volatility persistence	0.4934	8.91***

γ₁	2.0288	2.07**
γ₂	-4.0077	-2.87***
γ₃	3.2275	3.11***
γ₄	-1.4373	-1.25
γ₅	0.4528	0.43
γ₆	-1.4421	-1.93*
γ₇	3.7687	5.83***
γ₈	-4.6763	-6.88***
γ₉	2.3709	3.40***
γ₁₀	-0.2031	-0.38

V-Lab

Yestar Healthcare Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Yestar Healthcare Holdings Co Ltd Analyses