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

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Parameter	Value	t-statistic
ω const Unconditional variance weight	14.0881	2.63***
α ARCH Response to squared shocks	0.1724	9.30***
β GARCH Volatility persistence	0.9047	25.13***
ν DF Student-t tail thickness	2.6653	11.51***

V-Lab

Luyuan Group Holding Cayman GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Luyuan Group Holding Cayman Analyses