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

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6876	7.51***
α ARCH Response to squared shocks	0.1185	4.23***
β GARCH Volatility persistence	0.7592	13.27***

γ₁	0.1236	4.47***
γ₂	-0.1510	-4.35***

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Shandong Liancheng Precision Manufacturing Co., Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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