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	1.0722	3.33***
α ARCH Response to squared shocks	0.1798	3.17***
β GARCH Volatility persistence	0.6036	5.25***

γ₁	10.2588	3.11***
γ₂	-17.8663	-3.37***
γ₃	11.3850	2.49**
γ₄	-2.8958	-0.67
γ₅	-2.4751	-0.78

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