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	9.3246	5.27***
α ARCH Response to squared shocks	0.1084	10.43***
β GARCH Volatility persistence	0.9339	74.69***
ν DF Student-t tail thickness	4.3020	4.34***

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Zhejiang Walrus New Material Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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