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CBOE Emerging Market Markets Volatility Index

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CBOE EFA ETF Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	29.7600	3.90***
α ARCH Response to squared shocks	0.4671	11.51***
β GARCH Volatility persistence	0.9458	72.22***
ν DF Student-t tail thickness	7.5341	3.21***

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Hongxing Coldchain Hunan Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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