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	1.0336	3.34***
α ARCH Response to squared shocks	0.1739	3.11***
β GARCH Volatility persistence	0.6069	5.13***

γ₁	9.3189	3.19***
γ₂	-16.5739	-3.62***
γ₃	11.2695	2.91***
γ₄	-3.6357	-1.01
γ₅	-1.7309	-0.65

V-Lab

Luyuan Group Holding Cayman Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Luyuan Group Holding Cayman Analyses