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	11.1983	6.06***
α ARCH Response to squared shocks	0.1420	16.05***
β GARCH Volatility persistence	0.9502	118.10***
ν DF Student-t tail thickness	5.1446	5.67***

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Shandong Liancheng Precision Manufacturing Co., Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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