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

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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.1116	6.08***
α ARCH Response to squared shocks	0.0602	65.06***
β GARCH Volatility persistence	0.9978	3,157.47***
ν DF Student-t tail thickness	6.4954	12.06***

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BIST 30 Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other BIST 30 Index Analyses