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	12.5893	4.45***
α ARCH Response to squared shocks	0.0785	51.68***
β GARCH Volatility persistence	0.9939	768.08***
ν DF Student-t tail thickness	5.0626	13.83***

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Sansteel Minguang Co Ltd Fujian GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sansteel Minguang Co Ltd Fujian Analyses