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	0.0760	10.40***
α ARCH Response to squared shocks	0.1835	52.19***
β GARCH Volatility persistence	0.8165	205.89***
γ leverage Additional response to negative shocks	-0.0319	-4.05***
δ power Transformation power	1.2156	31.39***

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Turkiye Sigorta As Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Turkiye Sigorta As Analyses