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

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5809	23.91***
α ARCH Response to squared shocks	0.1542	32.51***
β GARCH Volatility persistence	0.7798	155.98***
γ leverage Additional response to negative shocks	0.4001	5.16***

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Wuxi Honghui New Materials Technology Co., Ltd. AGARCH Volatility Analysis

Date Range:

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