CBOE China ETF Volatility Index

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	18.8077	4.34***
α ARCH Response to squared shocks	0.1146	57.00***
β GARCH Volatility persistence	0.9915	512.95***
ν DF Student-t tail thickness	4.9181	18.01***

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Guangdong Shunna Electric Co Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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