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	2.6148	5.25***
α ARCH Response to squared shocks	0.1889	2.83***
β GARCH Volatility persistence	0.2288	1.08

γ₁	33.7855	2.66***
γ₂	-43.8141	-2.21**
γ₃	30.9269	2.17**
γ₄	-57.0209	-4.04***
γ₅	72.8341	5.20***
γ₆	-49.8585	-3.98***
γ₇	17.8107	1.45
γ₈	-10.9931	-1.33

V-Lab

Ever Ohms Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ever Ohms Technology Co Ltd Analyses