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	73.3256	6.55***
α ARCH Response to squared shocks	0.1596	36.48***
β GARCH Volatility persistence	0.9936	1,021.13***
ν DF Student-t tail thickness	3.5899	27.21***

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Ever Ohms Technology Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ever Ohms Technology Co Ltd Analyses