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	1.1629	12.99***
α ARCH Response to squared shocks	0.1087	8.41***
β GARCH Volatility persistence	0.8349	40.63***

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Para Light Electronics Co Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Para Light Electronics Co Analyses