CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 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	26.7391	3.42***
α ARCH Response to squared shocks	0.2032	32.58***
β GARCH Volatility persistence	0.9644	92.68***
ν DF Student-t tail thickness	3.0958	26.09***

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Tgs Dis Ticaret As GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tgs Dis Ticaret As Analyses