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	0.3080	13.93***
α ARCH Response to squared shocks	0.1105	12.37***
β GARCH Volatility persistence	0.8551	139.98***
γ leverage Additional response to negative shocks	0.0045	0.32

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Wuxi Honghui New Materials Technology Co., Ltd. GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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