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	12.1842	4.99***
α ARCH Response to squared shocks	0.1278	17.44***
β GARCH Volatility persistence	0.9653	142.19***
ν DF Student-t tail thickness	5.1392	5.84***

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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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