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	1.0846	11.94***
α ARCH Response to squared shocks	0.4798	18.65***
β GARCH Volatility persistence	0.5692	30.25***
γ leverage Additional response to negative shocks	-0.2340	-6.83***

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Ever Ohms Technology Co Ltd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ever Ohms Technology Co Ltd Analyses