CBOE Volatility Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

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Parameter	Value	t-statistic
ω const Unconditional variance weight	561.6535	1.71*
α ARCH Response to squared shocks	0.0600	1.46
β GARCH Volatility persistence	0.6945	7.29***
ν DF Student-t tail thickness	2.0036	123.44***

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Miral Dental Compa GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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