CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	131.5781	13.22***
α ARCH Response to squared shocks	0.1050	59.52***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	4.1732	26.80***

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Wuxi Honghui New Materials Technology Co., Ltd. GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wuxi Honghui New Materials Technology Co., Ltd. Analyses