CBOE Volatility Index

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How illiquidity evolves over time

{name} Model Equation

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Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0010	7.25***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9974	10.99***

V-Lab

Global X Nasdaq-100 Income Edge ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Nasdaq-100 Income Edge ETF Analyses