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	4,348.2380	7.50***
α ARCH Response to squared shocks	0.1090	93.53***
β GARCH Volatility persistence	0.9960	2,016.11***
ν DF Student-t tail thickness	2.0079

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Trust Finance Indonesia Tbk PT GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Trust Finance Indonesia Tbk PT Analyses