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	0.0741	2.16**
α ARCH Response to squared shocks	0.0823	6.93***
β GARCH Volatility persistence	0.9178	65.20***
γ leverage Additional response to negative shocks	-0.0832	-1.26
δ power Transformation power	0.9944	3.15***

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GigaDevice Semiconductor Inc Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other GigaDevice Semiconductor Inc Analyses