CBOE Emerging Market Markets 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	14.3642	3.23***
α ARCH Response to squared shocks	0.1019	52.25***
β GARCH Volatility persistence	0.9851	212.22***
ν DF Student-t tail thickness	2.7858	41.25***

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Para Light Electronics Co GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Para Light Electronics Co Analyses