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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	5.0000	2.31**
α ARCH Response to squared shocks	0.1112	4.51***
β GARCH Volatility persistence	0.7163	20.45***
γ leverage Additional response to negative shocks	0.1972	1.71*

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Shenzhen Zhaowei Machinery & Electronic Co Ltd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Shenzhen Zhaowei Machinery & Electronic Co Ltd Analyses